DoubleCholeskyDecomp Type

Namespace: Altaxo.Calc.LinearAlgebra
Assembly: AltaxoCore.Redist.dll
Base Type: Algorithm
All Interfaces: IAlgorithm

This class computes the Cholesky factorization of a general n by n DoubleMatrix.

Copyright (c) 2003-2004, dnAnalytics Project. All rights reserved. See http://www.dnAnalytics.net for details.

Adopted to Altaxo (c) 2005 Dr. Dirk Lellinger.

Constructors

Constructor Description

DoubleCholeskyDecomp(matrix)

Full Usage: DoubleCholeskyDecomp(matrix)

Parameters:
    matrix : IROMatrix<float> - The matrix to factor.

Constructor for Cholesky decomposition class. The constructor performs the factorization of a symmetric positive definite matrax and the Cholesky factored matrix is accessible by the Factor property. The factor is the lower triangular factor.

This class only uses the lower triangle of the input matrix. It ignores the upper triangle.

matrix : IROMatrix<float>

The matrix to factor.

ArgumentNullException matrix is null.
NotSquareMatrixException matrix is not square.

Instance members

Instance member Description

this.Factor

Full Usage: this.Factor

Returns: DoubleMatrix the lower Cholesky factored matrix.

Returns the Cholesky factored matrix (lower triangular form).

Returns: DoubleMatrix

the lower Cholesky factored matrix.

this.GetDeterminant

Full Usage: this.GetDeterminant

Returns: float the determinant of the matrix.

Calculates the determinant of the matrix.

Returns: float

the determinant of the matrix.

NotPositiveDefiniteException A is not positive definite.

this.GetInverse

Full Usage: this.GetInverse

Returns: DoubleMatrix the inverse of the matrix.

Calculates the inverse of the matrix.

Returns: DoubleMatrix

the inverse of the matrix.

NotPositiveDefiniteException A is not positive definite.

this.IsPositiveDefinite

Full Usage: this.IsPositiveDefinite

Returns: bool true if the matrix is singular; otherwise, false.

Return a value indicating whether the matrix is positive definite.

Returns: bool

true if the matrix is singular; otherwise, false.

this.Solve

Full Usage: this.Solve

Parameters:
    B : IROMatrix<float> - RHS side of the system.

Returns: DoubleMatrix the solution matrix, X.

Solves a system on linear equations, AX=B, where A is the factored matrixed.

B : IROMatrix<float>

RHS side of the system.

Returns: DoubleMatrix

the solution matrix, X.

ArgumentNullException B is null.
NotPositiveDefiniteException A is not positive definite.
ArgumentException The number of rows of A and B must be the same.

this.Solve

Full Usage: this.Solve

Parameters:
Returns: DoubleVector the solution vector, X.

Solves a system on linear equations, AX=B, where A is the factored matrixed.

B : IReadOnlyList<float>

RHS side of the system.

Returns: DoubleVector

the solution vector, X.

ArgumentNullException B is null.
NotPositiveDefiniteException A is not positive definite.
ArgumentException The number of rows of A and the length of B must be the same.