/** * 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; } }