CholeskyDecomposition (Commons Math 2.2 API)

All Known Implementing Classes:

CholeskyDecompositionImpl
```
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:
- a getLT method has been added,
- the isspd method has been removed, the constructors of implementation classes being expected to throw NotPositiveDefiniteMatrixException when a matrix cannot be decomposed,
- a getDeterminant method has been added,
- the solve method has been replaced by a getSolver method and the equivalent method provided by the returned DecompositionSolver.
Since:

2.0

Version:

$Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $

See Also:

MathWorld, Wikipedia

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`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
  - getL
```
RealMatrix getL()
```
    Returns the matrix L of the decomposition.
    L is an lower-triangular matrix
    
    Returns:
    
    the L matrix
  - getLT
```
RealMatrix getLT()
```
    Returns the transpose of the matrix L of the decomposition.
    L^T is an upper-triangular matrix
    
    Returns:
    
    the transpose of the matrix L of the decomposition
  - getDeterminant
```
double getDeterminant()
```
    Return the determinant of the matrix
    
    Returns:
    
    determinant of the matrix
  - getSolver
```
DecompositionSolver getSolver()
```
    Get a solver for finding the A × X = B solution in least square sense.
    
    Returns:
    
    a solver