org.apache.commons.math3.linear
Interface UDDecomposition

All Known Implementing Classes:

UDDecompositionImpl

public interface UDDecomposition

An interface to classes that implement an algorithm to calculate the UD-decomposition of a real matrix.

The UD-decomposition of matrix A is a set of three matrices: U, D and U^t such that A = U×D×U^t. U is a upper triangular matrix and D is an diagonal matrix.

- The matrix A must be a symmetric matrix and positive definite

See DV_MATHS_270.

Since:

1.0

Version:

$Id: UDDecomposition.java 3693 2012-03-16 08:18:46Z CardosoP $

Author:

Denis Claude

Method Summary

RealMatrix	getD() Returns the matrix D of the decomposition.
double	getDeterminant() Return the determinant of the matrix
DecompositionSolver	getSolver() Get a solver of the linear equation A × X = B for matrices A.
RealMatrix	getU() Returns the matrix U of the decomposition.
RealMatrix	getUT() Returns the transpose of the matrix U of the decomposition.

Method Detail

getU

RealMatrix getU()

Returns the matrix U of the decomposition.

U is an upper-triangular matrix

Returns:

the U matrix

getUT

RealMatrix getUT()

Returns the transpose of the matrix U of the decomposition.

U^T is an lower-triangular matrix

Returns:

the transpose of the matrix U of the decomposition

getD

RealMatrix getD()

Returns the matrix D of the decomposition.

D is an diagonal matrix

Returns:

the D matrix

getDeterminant

double getDeterminant()

Return the determinant of the matrix

Returns:

determinant of the matrix

getSolver

DecompositionSolver getSolver()

Get a solver of the linear equation A × X = B for matrices A.

Returns:

a solver