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CholeskyU Method

Return the upper Cholesky factor. It is a upper triangular matrix with positive diagonal elements.

Namespace:  FinMath.LinearAlgebra.Factorizations
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public Matrix U()

Return Value

Type: Matrix
Cholesky decomposition upper triangular matrix.
See Also