com.opengamma.strata.math.impl.linearalgebra

Interface CholeskyDecompositionResult

All Superinterfaces:

DecompositionResult

All Known Implementing Classes:

CholeskyDecompositionCommonsResult, CholeskyDecompositionOpenGammaResult

public interface CholeskyDecompositionResult
extends DecompositionResult

Contains the results of Cholesky matrix decomposition.

Method Summary

Modifier and Type	Method and 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

Method Detail

getL

DoubleMatrix getL()

Returns the $\mathbf{L}$ matrix of the decomposition.

$\mathbf{L}$ is a lower-triangular matrix.

Returns:

the $\mathbf{L}$ matrix

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

getDeterminant

double getDeterminant()

Return the determinant of the matrix.

Returns:

determinant of the matrix