Cholesky Class

Implements the Cholesky factorization of real square positive-definite matrix.

Inheritance Hierarchy

SystemObject
FinMath.LinearAlgebra.FactorizationsCholesky

Namespace: FinMath.LinearAlgebra.Factorizations
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

[SerializableAttribute]
public class Cholesky : ISolver

The Cholesky type exposes the following members.

Constructors

	Name	Description
	Cholesky(Boolean)	Initializes a new instance of Cholesky factorization of the given form (upper or lower).
	Cholesky(Matrix)	Initializes a new instance of Cholesky factorization of the given matrix.
	Cholesky(Matrix, Boolean)	Initializes a new instance of Cholesky factorization of the given matrix.

Methods

	Name	Description
	Determinant	Returns the determinant of the matrix.
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetInverse	Computes the inverse matrix.
	GetInverse(Matrix)	Computes the inverse matrix.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	IsPositiveDefinite	Returns in case matrix is positive definite (it also indicates that Cholesky factorization has been built).
	L	Return the lower Cholesky factor. It is a lower triangular matrix with positive diagonal elements.
	Solve(Matrix)	Solves a system of linear equations, AX = B.
	Solve(Vector)	Solves a system of linear equations, Ax = b
	Solve(Matrix, Matrix)	Solves a system of linear equations, AX = B.
	Solve(Vector, Vector)	Solves a system of linear equations, Ax = b.
	ToString	Returns a string that represents the current object. (Inherited from Object.)
	U	Return the upper Cholesky factor. It is a upper triangular matrix with positive diagonal elements.
	Update	Computes Cholesky factorization of the given matrix.