mikera.matrixx.decompose

Interface ICholeskyResult

All Known Subinterfaces:

ICholeskyLDUResult

All Known Implementing Classes:

CholeskyResult

public interface ICholeskyResult

Interface for results of Cholesky Decomposition

A Cholesky decomposition decomposes positive-definite symmetric matrices into either upper or lower triangles:

L*L^T=A
R^T*R=A

where L is a lower triangular matrix and R is an upper triangular matrix. This is typically used to invert matrices, such as a covariance matrix.

Method Summary

Modifier and Type	Method and Description
AMatrix	getL() Returns the lower triangular matrix from the decomposition.
AMatrix	getU() Returns the upper triangular matrix from the decomposition.

Method Detail

getL

AMatrix getL()

Returns the lower triangular matrix from the decomposition.

Returns:

A lower triangular matrix.

getU

AMatrix getU()

Returns the upper triangular matrix from the decomposition. The Upper triangular matrix is the transpose of the lower triangular matrix in the Cholesky decomposition.

Returns:

A upper triangular matrix.