| career | drupal | java | mac | mysql | perl | scala | uml | unix  

Commons Math example source code file (

This example Commons Math source code file ( is included in the "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

choleskydecomposition, choleskydecomposition, decompositionsolver, decompositionsolver, realmatrix, realmatrix

The Commons Math source code

 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * See the License for the specific language governing permissions and
 * limitations under the License.

package org.apache.commons.math.linear;

 * An interface to classes that implement an algorithm to calculate the
 * Cholesky decomposition of a real symmetric positive-definite matrix.
 * <p>This interface is based on the class with similar name from the
 * <a href="">JAMA library, with the
 * following changes:</p>
 * <ul>
 *   <li>a {@link #getLT() getLT} method has been added,
 *   <li>the isspd method has been removed, the constructors of
 *   implementation classes being expected to throw {@link
 *   NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,</li>
 *   <li>a {@link #getDeterminant() getDeterminant} method has been added,
 *   <li>the solve method has been replaced by a {@link
 *   #getSolver() getSolver} method and the equivalent method provided by
 *   the returned {@link DecompositionSolver}.</li>
 * </ul>
 * @see <a href="">MathWorld
 * @see <a href="">Wikipedia
 * @version $Revision: 826627 $ $Date: 2009-10-19 06:27:47 -0400 (Mon, 19 Oct 2009) $
 * @since 2.0
public interface CholeskyDecomposition {

     * Returns the matrix L of the decomposition.
     * <p>L is an lower-triangular matrix

* @return the L matrix */ RealMatrix getL(); /** * Returns the transpose of the matrix L of the decomposition. * <p>LT is an upper-triangular matrix

* @return the transpose of the matrix L of the decomposition */ RealMatrix getLT(); /** * Return the determinant of the matrix * @return determinant of the matrix */ double getDeterminant(); /** * Get a solver for finding the A × X = B solution in least square sense. * @return a solver */ DecompositionSolver getSolver(); }

Other Commons Math examples (source code examples)

Here is a short list of links related to this Commons Math source code file:

... this post is sponsored by my books ...

#1 New Release!

FP Best Seller


new blog posts


Copyright 1998-2021 Alvin Alexander,
All Rights Reserved.

A percentage of advertising revenue from
pages under the /java/jwarehouse URI on this website is
paid back to open source projects.