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1   /*
2    * Licensed to the Hipparchus project under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      https://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  package org.hipparchus.linear;
19  
20  /** Matrix decomposer using Cholseky decomposition.
21   * @since 1.3
22   */
23  public class CholeskyDecomposer implements MatrixDecomposer {
24  
25      /** Threshold above which off-diagonal elements are considered too different and matrix not symmetric. */
26      private final double relativeSymmetryThreshold;
27  
28      /** Threshold below which diagonal elements are considered null and matrix not positive definite. */
29      private final double absolutePositivityThreshold;
30  
31      /**
32       * Creates a Cholesky decomposer with specify threshold for several matrices.
33       * @param relativeSymmetryThreshold threshold above which off-diagonal
34       * elements are considered too different and matrix not symmetric
35       * @param absolutePositivityThreshold threshold below which diagonal
36       * elements are considered null and matrix not positive definite
37       */
38      public CholeskyDecomposer(final double relativeSymmetryThreshold,
39                                final double absolutePositivityThreshold) {
40          this.relativeSymmetryThreshold   = relativeSymmetryThreshold;
41          this.absolutePositivityThreshold = absolutePositivityThreshold;
42      }
43  
44      /** {@inheritDoc} */
45      @Override
46      public DecompositionSolver decompose(final RealMatrix a) {
47          return new CholeskyDecomposition(a, relativeSymmetryThreshold, absolutePositivityThreshold).
48                 getSolver();
49      }
50  
51  }