CADability dotNET
Assembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)
Cholesky Decomposition.
Namespace: CADability.LinearAlgebraAssembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)
Syntax
C# |
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[SerializableAttribute] public class CholeskyDecomposition |
Visual Basic |
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<SerializableAttribute> _ Public Class CholeskyDecomposition |
Visual C++ |
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[SerializableAttribute] public ref class CholeskyDecomposition |
Remarks
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 property.