    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
    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 method has been replaced by a {@link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: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 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 &times; X = B solution in least square sense.
    067         * @return a solver
    068         */
    069        DecompositionSolver getSolver();
    070
    071    }