Interface CholeskyDecompositionResult
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- All Superinterfaces:
DecompositionResult
- All Known Implementing Classes:
CholeskyDecompositionCommonsResult
,CholeskyDecompositionOpenGammaResult
public interface CholeskyDecompositionResult extends DecompositionResult
Contains the results of Cholesky matrix decomposition.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
getDeterminant()
Return the determinant of the matrix.DoubleMatrix
getL()
Returns the $\mathbf{L}$ matrix of the decomposition.DoubleMatrix
getLT()
Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.-
Methods inherited from interface com.opengamma.strata.math.linearalgebra.DecompositionResult
solve, solve, solve
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Method Detail
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getL
DoubleMatrix getL()
Returns the $\mathbf{L}$ matrix of the decomposition.$\mathbf{L}$ is a lower-triangular matrix.
- Returns:
- the $\mathbf{L}$ matrix
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getLT
DoubleMatrix getLT()
Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.$\mathbf{L}^T$ is a upper-triangular matrix.
- Returns:
- the $\mathbf{L}^T$ matrix
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getDeterminant
double getDeterminant()
Return the determinant of the matrix.- Returns:
- determinant of the matrix
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