ICholeskyDecomposition Type
Cholesky Decomposition of a symmetric, positive definite matrix.
For a symmetric, positive definite matrix A, the Cholesky decomposition is a
lower triangular matrix L so that A = L * L'.
If the matrix is not symmetric or positive definite, the constructor returns a partial
decomposition and sets two internal variables that can be queried using the
ICholeskyDecomposition.IsSymmetric and ICholeskyDecomposition.IsPositiveDefinite properties.
Instance members
| Instance member | Description | ||||
Full Usage:
this.IsPositiveDefinite
Returns: bool
Modifiers: abstract |
Returns if the matrix is positive definite.
|
||||
Full Usage:
this.IsSymmetric
Returns: bool
Modifiers: abstract |
Returns if the matrix is symmetric.
|
||||
|
Returns the left triangular factor
|
||||
Full Usage:
this.Solve
Parameters:
IMapackMatrix
-
Right hand side matrix with as many rows as A and any number of columns.
Returns: IMapackMatrix
Matrix X so that L * L' * X = B.
Modifiers: abstract |
Solves a set of equation systems of type
|