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 method has been replaced by a {@link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 06:27:47 -0400 (Mon, 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    }