CholeskyDecomposition { public RealMatrix getL() { if (cachedL == null) { cachedL = getLT().transpose(); } return cachedL; } CholeskyDecomposition(final RealMatrix matrix);  CholeskyDecomposition(final RealMatrix matrix,
                                     final double relativeSymmetryThreshold,
                                     final double absolutePositivityThreshold); RealMatrix getL(); RealMatrix getLT(); double getDeterminant(); DecompositionSolver getSolver(); static final double DEFAULT_RELATIVE_SYMMETRY_THRESHOLD; static final double DEFAULT_ABSOLUTE_POSITIVITY_THRESHOLD; }
@Test public void testLLowerTriangular() { RealMatrix matrix = MatrixUtils.createRealMatrix(testData); RealMatrix l = new CholeskyDecomposition(matrix).getL(); for (int i = 0; i < l.getRowDimension(); i++) { for (int j = i + 1; j < l.getColumnDimension(); j++) { Assert.assertEquals(0.0, l.getEntry(i, j), 0.0); } } }