CADability dotNET
Cholesky Decomposition.

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

Syntax

C#
[SerializableAttribute]
public class CholeskyDecomposition
Visual Basic
<SerializableAttribute> _
Public Class CholeskyDecomposition
Visual C++
[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.

Inheritance Hierarchy

System..::..Object
  CADability.LinearAlgebra..::..CholeskyDecomposition

See Also