Numerical Components for .NET
Namespace: Extreme.Mathematics.Generic.LinearAlgebraAssembly: Extreme.Generic.Net40 (in Extreme.Generic.Net40.dll) Version: 4.0.10170.0 (4.0.10322.0)
public class SymmetricEigenvalueDecomposition<T> : Decomposition<T>
Public Class SymmetricEigenvalueDecomposition(Of T) _ Inherits Decomposition(Of T)
generic<typename T> public ref class SymmetricEigenvalueDecomposition : public Decomposition<T>
type SymmetricEigenvalueDecomposition<'T> = class inherit Decomposition<'T> end
SymmetricEigenvalueDecomposition can operate in two modes. In overwrite mode, the original matrix is overwritten with the result of the decomposition. In preserve mode, the original matrix is preserved, and a new matrix is created to hold the decomposition. You can set the mode through the Overwrite property.
SymmetricEigenvalueDecomposition inherits from LinearOperator<(Of <(<'T>)>)>. This means you can use it to solve systems of linear equations where the matrix of the system is symmetric and positive definite. You can solve for a single right-hand side, or for multiple right-hand sides using the Solve(DenseMatrix<(Of <<'(T>)>>), Boolean) method. You can also calculate the determinant the inverse, and an estimate for the condition number.
To solve a general (non-symmetric or non-positive definite)system of equations, use the LUDecomposition class instead.
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