CholeskyDecomposition Constructor

DotNetMatrix

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An NDoc Documented Class Library

CholeskyDecomposition Constructor 

Cholesky algorithm for symmetric and positive definite matrix.

[Visual Basic]Public Sub New( _
   ByVal Arg As GeneralMatrix _
)
[C#]
public CholeskyDecomposition(
   GeneralMatrix Arg
);

Parameters

Arg
Square, symmetric matrix.

Return Value

Structure to access L and isspd flag.

See Also

CholeskyDecomposition Class | DotNetMatrix Namespace

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