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Cholesky Constructor (Matrix, Boolean)
Initializes a new instance of Cholesky factorization of the given matrix.

Namespace:  FinMath.LinearAlgebra.Factorizations
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public Cholesky(
	Matrix matrix,
	bool upper
)

Parameters

matrix
Type: FinMath.LinearAlgebraMatrix
The matrix to factorize.
upper
Type: SystemBoolean
Indicates form of the Cholesky factorization:
Remarks
Whatever form of Cholesky factorization you choose you still will be able to get both upper and lower Cholesky factors.
See Also