CholeskyDecomposition Members

DotNetMatrix

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CholeskyDecomposition Members

CholeskyDecomposition overview

Public Instance Constructors

CholeskyDecomposition Constructor Cholesky algorithm for symmetric and positive definite matrix.

Public Instance Properties

SPDIs 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.
GetLReturn triangular factor.
GetType (inherited from Object)Gets the Type of the current instance.
SolveSolve A*X = B
ToString (inherited from Object)Returns a String that represents the current Object.

Private Instance Fields

isspdSymmetric and positive definite flag. @serial is symmetric and positive definite flag.
LArray for internal storage of decomposition. @serial internal array storage.
nRow and column dimension (square matrix). @serial matrix dimension.

Explicit Interface Implementations

See Also

CholeskyDecomposition Class | DotNetMatrix Namespace