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Diffstat (limited to 'src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java | 71 |
1 files changed, 71 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java b/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java new file mode 100644 index 0000000..d28523e --- /dev/null +++ b/src/main/java/org/apache/commons/math/linear/CholeskyDecomposition.java @@ -0,0 +1,71 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math.linear; + + +/** + * An interface to classes that implement an algorithm to calculate the + * Cholesky decomposition of a real symmetric positive-definite matrix. + * <p>This interface is based on the class with similar name from the + * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library, with the + * following changes:</p> + * <ul> + * <li>a {@link #getLT() getLT} method has been added,</li> + * <li>the <code>isspd</code> method has been removed, the constructors of + * implementation classes being expected to throw {@link + * NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li> + * <li>a {@link #getDeterminant() getDeterminant} method has been added,</li> + * <li>the <code>solve</code> method has been replaced by a {@link + * #getSolver() getSolver} method and the equivalent method provided by + * the returned {@link DecompositionSolver}.</li> + * </ul> + * + * @see <a href="http://mathworld.wolfram.com/CholeskyDecomposition.html">MathWorld</a> + * @see <a href="http://en.wikipedia.org/wiki/Cholesky_decomposition">Wikipedia</a> + * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ + * @since 2.0 + */ +public interface CholeskyDecomposition { + + /** + * Returns the matrix L of the decomposition. + * <p>L is an lower-triangular matrix</p> + * @return the L matrix + */ + RealMatrix getL(); + + /** + * Returns the transpose of the matrix L of the decomposition. + * <p>L<sup>T</sup> is an upper-triangular matrix</p> + * @return the transpose of the matrix L of the decomposition + */ + RealMatrix getLT(); + + /** + * Return the determinant of the matrix + * @return determinant of the matrix + */ + double getDeterminant(); + + /** + * Get a solver for finding the A × X = B solution in least square sense. + * @return a solver + */ + DecompositionSolver getSolver(); + +} |