/**
* 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.CholeskyDecompositionImpl;
import org.apache.commons.math.linear.RealMatrix;
import com.opengamma.analytics.math.MathException;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper;
/**
* This class is a wrapper for the <a href="http://commons.apache.org/math/api-2.1/org/apache/commons/math/linear/CholeskyDecompositionImpl.html">Commons Math library implementation</a>
* of Cholesky decomposition.
*/
public class CholeskyDecompositionCommons extends Decomposition<CholeskyDecompositionResult> {
/**
* {@inheritDoc}
*/
@Override
public CholeskyDecompositionResult evaluate(final DoubleMatrix2D x) {
Validate.notNull(x);
final RealMatrix temp = CommonsMathWrapper.wrap(x);
CholeskyDecomposition cholesky;
try {
cholesky = new CholeskyDecompositionImpl(temp);
} catch (Exception e) {
throw new MathException(e.toString());
}
return new CholeskyDecompositionCommonsResult(cholesky);
}
}