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Cholesky Methods

The Cholesky type exposes the following members.

Methods
  NameDescription
Public methodDeterminant
Returns the determinant of the matrix.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetInverse
Computes the inverse matrix.
Public methodGetInverse(Matrix)
Computes the inverse matrix.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodIsPositiveDefinite
Returns in case matrix is positive definite (it also indicates that Cholesky factorization has been built).
Public methodL
Return the lower Cholesky factor. It is a lower triangular matrix with positive diagonal elements.
Public methodSolve(Matrix)
Solves a system of linear equations, AX = B.
Public methodSolve(Vector)
Solves a system of linear equations, Ax = b
Public methodSolve(Matrix, Matrix)
Solves a system of linear equations, AX = B.
Public methodSolve(Vector, Vector)
Solves a system of linear equations, Ax = b.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodU
Return the upper Cholesky factor. It is a upper triangular matrix with positive diagonal elements.
Public methodUpdate
Computes Cholesky factorization of the given matrix.
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See Also