CADability dotNET
Cholesky algorithm for symmetric and positive definite matrix.

Namespace: CADability.LinearAlgebra
Assembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)

Syntax

C#
public CholeskyDecomposition(
	Matrix Arg
)
Visual Basic
Public Sub New ( _
	Arg As Matrix _
)
Visual C++
public:
CholeskyDecomposition(
	Matrix^ Arg
)

Parameters

Arg
Type: CADability.LinearAlgebra..::..Matrix
Square, symmetric matrix.

Return Value

Structure to access L and isspd flag.

See Also