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

Introduction

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

Prototype

RealMatrix getLT();

Source Link

Document

Returns the transpose of the matrix L of the decomposition.

Usage

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

/**
 * Constructor./*from   w  w  w  .j a va  2s . c  o m*/
 * @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();
}

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