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public interface CholeskyDecomposition
An interface to classes that implement an algorithm to calculate the Cholesky decomposition of a real symmetric positive-definite matrix.
This interface is based on the class with similar name from the JAMA library, with the following changes:
getLT
method has been added,isspd
method has been removed, the constructors of
implementation classes being expected to throw NotPositiveDefiniteMatrixException
when a matrix cannot be decomposed,getDeterminant
method has been added,solve
method has been replaced by a getSolver
method and the equivalent method provided by
the returned DecompositionSolver
.
Method Summary | |
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double |
getDeterminant()
Return the determinant of the matrix |
RealMatrix |
getL()
Returns the matrix L of the decomposition. |
RealMatrix |
getLT()
Returns the transpose of the matrix L of the decomposition. |
DecompositionSolver |
getSolver()
Get a solver for finding the A × X = B solution in least square sense. |
Method Detail |
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RealMatrix getL()
L is an lower-triangular matrix
RealMatrix getLT()
LT is an upper-triangular matrix
double getDeterminant()
DecompositionSolver getSolver()
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