/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.math.impl.linearalgebra; import com.opengamma.strata.collect.array.DoubleMatrix; /** * Contains the results of Cholesky matrix decomposition. */ public interface CholeskyDecompositionResult extends DecompositionResult { /** * Returns the $\mathbf{L}$ matrix of the decomposition. * <p> * $\mathbf{L}$ is a lower-triangular matrix. * @return the $\mathbf{L}$ matrix */ DoubleMatrix getL(); /** * Returns the transpose of the matrix $\mathbf{L}$ of the decomposition. * <p> * $\mathbf{L}^T$ is a upper-triangular matrix. * @return the $\mathbf{L}^T$ matrix */ DoubleMatrix getLT(); /** * Return the determinant of the matrix. * @return determinant of the matrix */ double getDeterminant(); }