Example usage for org.apache.commons.math.linear CholeskyDecomposition getL

Introduction

In this page you can find the example usage for org.apache.commons.math.linear CholeskyDecomposition getL.

Prototype

RealMatrix getL();

Source Link

Document

Returns the matrix L of the decomposition.

Usage

From source file:com.opengamma.analytics.math.linearalgebra.CholeskyDecompositionCommonsResult.java

/**
 * Constructor.//  w w w.  j  a  v  a  2 s . com
 * @param ch The result of the Cholesky decomposition.
 */
public CholeskyDecompositionCommonsResult(final CholeskyDecomposition ch) {
    Validate.notNull(ch, "Cholesky decomposition");
    _determinant = ch.getDeterminant();
    _l = CommonsMathWrapper.unwrap(ch.getL());
    _lt = CommonsMathWrapper.unwrap(ch.getLT());
    _solver = ch.getSolver();
}

---