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

List of usage examples for org.apache.commons.math.linear CholeskyDecomposition getSolver

Introduction

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

Prototype

DecompositionSolver getSolver();

Source Link

Document

Get a solver for finding the A × X = B solution in least square sense.

Usage

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

/**
 * Constructor.//  w ww .j av  a  2  s . co 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();
}