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Jeometry, a Mathematic and Geometry library for Java
package org.jeometry.math.decomposition;
import org.jeometry.Jeometry;
import org.jeometry.math.Matrix;
import org.jeometry.math.solver.Resolvable;
/**
* This interface describes a Cholesky decomposition.
*
* Let A be a symmetric positive definite matrix, the Cholesky decomposition is a lower triangular matrix R with strictly positive diagonal entries such that:
* A = RRt
*
* where Rt is the transpose of R
* @author Julien Seinturier - COMEX S.A. - [email protected] - https://github.com/jorigin/jeometry
* @version {@value Jeometry#version} b{@value Jeometry#BUILD}
* @since 1.0.2
*/
public interface CholeskyDecomposition extends Decomposition, Resolvable {
/**
* The index of the lower triangular matrix matrix R within the {@link Decomposition#getComponents() decomposition components}.
*/
public static final int COMPONENT_R_INDEX = 0;
/**
* Get the lower triangular matrix U.
* @return the lower triangular matrix U
*/
public Matrix getR();
}