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)
public ref class SymmetricEigenvalueDecomposition : public Decomposition<T>
type SymmetricEigenvalueDecomposition<'T> =
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
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
To solve a general (non-symmetric or non-positive
definite)system of equations, use the LUDecomposition class instead.
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