Cholesky Decomposition. For a symmetric, positive definite matrix A, the Cholesky decomposition is an 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 an internal flag that may be queried by the isSPD() method.
For a list of all members of this type, see CholeskyDecomposition Members.
System.Object CholeskyDecomposition
[Visual Basic]
Public Class CholeskyDecomposition
Public Class CholeskyDecomposition
Implements ISerializable
[C#]
public class CholeskyDecomposition : ISerializable
Requirements
Namespace: DotNetMatrix
Assembly: GeneralMatrix (in GeneralMatrix.dll)