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comparison libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/linear/CholeskyDecomposition.html @ 13:cbf34dd4d7e6

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commons-math-2.1 added
author dwinter
date Tue, 04 Jan 2011 10:02:07 +0100
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12:970d26a94fb7 13:cbf34dd4d7e6
1 <HTML>
2 <BODY BGCOLOR="white">
3 <PRE>
4 <FONT color="green">001</FONT> /*<a name="line.1"></a>
5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a>
7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a>
11 <FONT color="green">008</FONT> *<a name="line.8"></a>
12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
13 <FONT color="green">010</FONT> *<a name="line.10"></a>
14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a>
18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a>
19 <FONT color="green">016</FONT> */<a name="line.16"></a>
20 <FONT color="green">017</FONT> <a name="line.17"></a>
21 <FONT color="green">018</FONT> package org.apache.commons.math.linear;<a name="line.18"></a>
22 <FONT color="green">019</FONT> <a name="line.19"></a>
23 <FONT color="green">020</FONT> <a name="line.20"></a>
24 <FONT color="green">021</FONT> /**<a name="line.21"></a>
25 <FONT color="green">022</FONT> * An interface to classes that implement an algorithm to calculate the<a name="line.22"></a>
26 <FONT color="green">023</FONT> * Cholesky decomposition of a real symmetric positive-definite matrix.<a name="line.23"></a>
27 <FONT color="green">024</FONT> * &lt;p&gt;This interface is based on the class with similar name from the<a name="line.24"></a>
28 <FONT color="green">025</FONT> * &lt;a href="http://math.nist.gov/javanumerics/jama/"&gt;JAMA&lt;/a&gt; library, with the<a name="line.25"></a>
29 <FONT color="green">026</FONT> * following changes:&lt;/p&gt;<a name="line.26"></a>
30 <FONT color="green">027</FONT> * &lt;ul&gt;<a name="line.27"></a>
31 <FONT color="green">028</FONT> * &lt;li&gt;a {@link #getLT() getLT} method has been added,&lt;/li&gt;<a name="line.28"></a>
32 <FONT color="green">029</FONT> * &lt;li&gt;the &lt;code&gt;isspd&lt;/code&gt; method has been removed, the constructors of<a name="line.29"></a>
33 <FONT color="green">030</FONT> * implementation classes being expected to throw {@link<a name="line.30"></a>
34 <FONT color="green">031</FONT> * NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,&lt;/li&gt;<a name="line.31"></a>
35 <FONT color="green">032</FONT> * &lt;li&gt;a {@link #getDeterminant() getDeterminant} method has been added,&lt;/li&gt;<a name="line.32"></a>
36 <FONT color="green">033</FONT> * &lt;li&gt;the &lt;code&gt;solve&lt;/code&gt; method has been replaced by a {@link<a name="line.33"></a>
37 <FONT color="green">034</FONT> * #getSolver() getSolver} method and the equivalent method provided by<a name="line.34"></a>
38 <FONT color="green">035</FONT> * the returned {@link DecompositionSolver}.&lt;/li&gt;<a name="line.35"></a>
39 <FONT color="green">036</FONT> * &lt;/ul&gt;<a name="line.36"></a>
40 <FONT color="green">037</FONT> *<a name="line.37"></a>
41 <FONT color="green">038</FONT> * @see &lt;a href="http://mathworld.wolfram.com/CholeskyDecomposition.html"&gt;MathWorld&lt;/a&gt;<a name="line.38"></a>
42 <FONT color="green">039</FONT> * @see &lt;a href="http://en.wikipedia.org/wiki/Cholesky_decomposition"&gt;Wikipedia&lt;/a&gt;<a name="line.39"></a>
43 <FONT color="green">040</FONT> * @version $Revision: 826627 $ $Date: 2009-10-19 06:27:47 -0400 (Mon, 19 Oct 2009) $<a name="line.40"></a>
44 <FONT color="green">041</FONT> * @since 2.0<a name="line.41"></a>
45 <FONT color="green">042</FONT> */<a name="line.42"></a>
46 <FONT color="green">043</FONT> public interface CholeskyDecomposition {<a name="line.43"></a>
47 <FONT color="green">044</FONT> <a name="line.44"></a>
48 <FONT color="green">045</FONT> /**<a name="line.45"></a>
49 <FONT color="green">046</FONT> * Returns the matrix L of the decomposition.<a name="line.46"></a>
50 <FONT color="green">047</FONT> * &lt;p&gt;L is an lower-triangular matrix&lt;/p&gt;<a name="line.47"></a>
51 <FONT color="green">048</FONT> * @return the L matrix<a name="line.48"></a>
52 <FONT color="green">049</FONT> */<a name="line.49"></a>
53 <FONT color="green">050</FONT> RealMatrix getL();<a name="line.50"></a>
54 <FONT color="green">051</FONT> <a name="line.51"></a>
55 <FONT color="green">052</FONT> /**<a name="line.52"></a>
56 <FONT color="green">053</FONT> * Returns the transpose of the matrix L of the decomposition.<a name="line.53"></a>
57 <FONT color="green">054</FONT> * &lt;p&gt;L&lt;sup&gt;T&lt;/sup&gt; is an upper-triangular matrix&lt;/p&gt;<a name="line.54"></a>
58 <FONT color="green">055</FONT> * @return the transpose of the matrix L of the decomposition<a name="line.55"></a>
59 <FONT color="green">056</FONT> */<a name="line.56"></a>
60 <FONT color="green">057</FONT> RealMatrix getLT();<a name="line.57"></a>
61 <FONT color="green">058</FONT> <a name="line.58"></a>
62 <FONT color="green">059</FONT> /**<a name="line.59"></a>
63 <FONT color="green">060</FONT> * Return the determinant of the matrix<a name="line.60"></a>
64 <FONT color="green">061</FONT> * @return determinant of the matrix<a name="line.61"></a>
65 <FONT color="green">062</FONT> */<a name="line.62"></a>
66 <FONT color="green">063</FONT> double getDeterminant();<a name="line.63"></a>
67 <FONT color="green">064</FONT> <a name="line.64"></a>
68 <FONT color="green">065</FONT> /**<a name="line.65"></a>
69 <FONT color="green">066</FONT> * Get a solver for finding the A &amp;times; X = B solution in least square sense.<a name="line.66"></a>
70 <FONT color="green">067</FONT> * @return a solver<a name="line.67"></a>
71 <FONT color="green">068</FONT> */<a name="line.68"></a>
72 <FONT color="green">069</FONT> DecompositionSolver getSolver();<a name="line.69"></a>
73 <FONT color="green">070</FONT> <a name="line.70"></a>
74 <FONT color="green">071</FONT> }<a name="line.71"></a>
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135 </PRE>
136 </BODY>
137 </HTML>