/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.linearalgebra;
import org.apache.commons.lang.Validate;
import org.apache.commons.math.linear.CholeskyDecomposition;
import org.apache.commons.math.linear.DecompositionSolver;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper;
/**
* Wrapper for results of the Commons implementation of Cholesky decomposition ({@link CholeskyDecompositionCommons})
*/
public class CholeskyDecompositionCommonsResult implements CholeskyDecompositionResult {
private final double _determinant;
private final DoubleMatrix2D _l;
private final DoubleMatrix2D _lt;
private final DecompositionSolver _solver;
/**
* Constructor.
* @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();
}
/**
* {@inheritDoc}
*/
@Override
public DoubleMatrix1D solve(DoubleMatrix1D b) {
Validate.notNull(b);
return CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b)));
}
/**
* {@inheritDoc}
*/
@Override
public double[] solve(double[] b) {
Validate.notNull(b);
return _solver.solve(b);
}
/**
* {@inheritDoc}
*/
@Override
public DoubleMatrix2D solve(DoubleMatrix2D b) {
Validate.notNull(b);
return CommonsMathWrapper.unwrap(_solver.solve(CommonsMathWrapper.wrap(b)));
}
@Override
public DoubleMatrix2D getL() {
return _l;
}
@Override
public DoubleMatrix2D getLT() {
return _lt;
}
@Override
public double getDeterminant() {
return _determinant;
}
}