Numerical Components for .NET
Namespace: Extreme.Mathematics.LinearAlgebra.Complex.DecompositionsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)
public sealed class ComplexDenseCholeskyDecomposition : ComplexCholeskyDecomposition
Public NotInheritable Class ComplexDenseCholeskyDecomposition _
public ref class ComplexDenseCholeskyDecomposition sealed : public ComplexCholeskyDecomposition
type ComplexDenseCholeskyDecomposition =
The Cholesky decomposition of a real symmetric positive
definite matrix A rewrites the
matrix in the form A= LLT, where
L is a lower-triangular
ComplexDenseCholeskyDecomposition 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
ComplexDenseCholeskyDecomposition inherits from
LinearOperator. 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(ComplexDenseVector, 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 ComplexLUDecomposition class instead.
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