Cholesky Methods |
The Cholesky type exposes the following members.
| Name | Description | |
|---|---|---|
| Determinant |
Returns the determinant of the matrix.
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| 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.
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| GetInverse(Matrix) |
Computes the inverse matrix.
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| 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).
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| L |
Return the lower Cholesky factor. It is a lower triangular matrix with
positive diagonal elements.
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| Solve(Matrix) |
Solves a system of linear equations, AX = B.
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| Solve(Vector) |
Solves a system of linear equations, Ax = b | |
| Solve(Matrix, Matrix) |
Solves a system of linear equations, AX = B.
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| Solve(Vector, Vector) |
Solves a system of linear equations, Ax = b.
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| 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.
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| Update |
Computes Cholesky factorization of the given matrix.
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