/*
* Copyright (c) 2009-2011, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* EJML is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation, either version 3
* of the License, or (at your option) any later version.
*
* EJML is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with EJML. If not, see <http://www.gnu.org/licenses/>.
*/
package org.ejml.alg.dense.decomposition;
import org.ejml.data.DenseMatrix64F;
import org.ejml.data.Matrix64F;
/**
* <p>
* Cholesky decomposition for {@link DenseMatrix64F}.
* <p>
* <p>
* A Cholesky decomposition decomposes positive-definite symmetric matrices into either upper or
* lower triangles:<br>
* <br>
* L*L<sup>T</sup>=A<br>
* R<sup>T</sup>*R=A<br>
* <br>
* 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.<br>
* </p>
*
* @see org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionInner
* @see org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionBlock
* @see org.ejml.alg.dense.decomposition.chol.CholeskyDecompositionLDL
*
* @author Peter Abeles
*/
public interface CholeskyDecomposition <MatrixType extends Matrix64F>
extends DecompositionInterface<MatrixType> {
/**
* If true the decomposition was for a lower triangular matrix.
* If false it was for an upper triangular matrix.
*
* @return True if lower, false if upper.
*/
public boolean isLower();
/**
* <p>
* Returns the triangular matrix from the decomposition.
* </p>
*
* <p>
* If an input is provided that matrix is used to write the results to.
* Otherwise a new matrix is created and the results written to it.
* </p>
*
* @param T If not null then the decomposed matrix is written here.
* @return A lower or upper triangular matrix.
*/
public MatrixType getT( MatrixType T );
}
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