CholeskyDecomposition Members
From DotNetMatrix
CholeskyDecomposition overview
Public Instance Constructors
CholeskyDecomposition Constructor
|
Cholesky algorithm for symmetric and positive definite matrix. |
Public Instance Properties
 SPD | Is the matrix symmetric and positive definite? |
Public Instance Methods
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetL | Return triangular factor. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| Solve | Solve A*X = B |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Private Instance Fields
 isspd | Symmetric and positive definite flag. @serial is symmetric and positive definite flag. |
| L | Array for internal storage of decomposition. @serial internal array storage. |
| n | Row and column dimension (square matrix). @serial matrix dimension. |
