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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  package org.apache.commons.math.linear;
19  
20  
21  /**
22   * An interface to classes that implement an algorithm to calculate the 
23   * Cholesky decomposition of a real symmetric positive-definite matrix.
24   * <p>This interface is based on the class with similar name from the now defunct
25   * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the
26   * following changes:</p>
27   * <ul>
28   *   <li>a {@link #getLT() getLT} method has been added,</li>
29   *   <li>the <code>isspd</code> method has been removed, the constructors of
30   *   implementation classes being expected to throw {@link
31   *   NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li>
32   *   <li>a {@link #getDeterminant() getDeterminant} method has been added,</li>
33   *   <li>the <code>solve</code> method has been replaced by a {@link
34   *   #getSolver() getSolver} method and the equivalent method provided by
35   *   the returned {@link DecompositionSolver}.</li>
36   * </ul>
37   *   
38   * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a>
39   * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a>
40   * @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
41   * @since 2.0
42   */
43  public interface CholeskyDecomposition {
44  
45      /**
46       * Returns the matrix L of the decomposition. 
47       * <p>L is an lower-triangular matrix</p>
48       * @return the L matrix
49       */
50      RealMatrix getL();
51  
52      /**
53       * Returns the transpose of the matrix L of the decomposition.
54       * <p>L<sup>T</sup> is an upper-triangular matrix</p>
55       * @return the transpose of the matrix L of the decomposition
56       */
57      RealMatrix getLT();
58  
59      /**
60       * Return the determinant of the matrix
61       * @return determinant of the matrix
62       */
63      double getDeterminant();
64  
65      /**
66       * Get a solver for finding the A &times; X = B solution in least square sense.
67       * @return a solver
68       */
69      DecompositionSolver getSolver();
70  
71  }