001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018 package org.apache.commons.math.linear; 019 020 021 /** 022 * An interface to classes that implement an algorithm to calculate the 023 * Cholesky decomposition of a real symmetric positive-definite matrix. 024 * <p>This interface is based on the class with similar name from the now defunct 025 * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the 026 * following changes:</p> 027 * <ul> 028 * <li>a {@link #getLT() getLT} method has been added,</li> 029 * <li>the <code>isspd</code> method has been removed, the constructors of 030 * implementation classes being expected to throw {@link 031 * NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li> 032 * <li>a {@link #getDeterminant() getDeterminant} method has been added,</li> 033 * <li>the <code>solve</code> method has been replaced by a {@link 034 * #getSolver() getSolver} method and the equivalent method provided by 035 * the returned {@link DecompositionSolver}.</li> 036 * </ul> 037 * 038 * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a> 039 * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a> 040 * @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $ 041 * @since 2.0 042 */ 043 public interface CholeskyDecomposition { 044 045 /** 046 * Returns the matrix L of the decomposition. 047 * <p>L is an lower-triangular matrix</p> 048 * @return the L matrix 049 */ 050 RealMatrix getL(); 051 052 /** 053 * Returns the transpose of the matrix L of the decomposition. 054 * <p>L<sup>T</sup> is an upper-triangular matrix</p> 055 * @return the transpose of the matrix L of the decomposition 056 */ 057 RealMatrix getLT(); 058 059 /** 060 * Return the determinant of the matrix 061 * @return determinant of the matrix 062 */ 063 double getDeterminant(); 064 065 /** 066 * Get a solver for finding the A × X = B solution in least square sense. 067 * @return a solver 068 */ 069 DecompositionSolver getSolver(); 070 071 }