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    • DecompositionOperations(T) Class
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  • GenericDecompositionOperations(T) Class
    • Properties
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    • BandCholeskyDecompose Method Overloads
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    • BandCholeskySolve Method Overloads
    • BandLUDecompose Method Overloads
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    • BandLUSolve Method Overloads
    • BandTriangularSolve Method
    • CholeskyDecompose Method Overloads
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    • CholeskyInvert Method Overloads
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    • QLUnitaryMultiply Method
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    • TriangularEstimateCondition Method Overloads
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  • CholeskyInvert Method Overloads
    • CholeskyInvert Method (MatrixTriangle, Int32, Array2D(Complex(T)), Int32)
    • CholeskyInvert Method (MatrixTriangle, Int32, Array2D(T), Int32)
  • CholeskyInvert Method (MatrixTriangle, Int32, Array2D(T), Int32)
GenericDecompositionOperationsTCholeskyInvert Method (MatrixTriangle, Int32, Array2DT, Int32)Extreme Optimization Numerical Libraries for .NET Professional

Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics.Generic.Net40 (in Extreme.Numerics.Generic.Net40.dll) Version: 6.0.16073.0 (6.0.16096.0)
Syntax

C#
VB
C++
F#
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public override void CholeskyInvert(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<T> a,
	out int info
)
Public Overrides Sub CholeskyInvert ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Array2D(Of T),
	<OutAttribute> ByRef info As Integer
)
public:
virtual void CholeskyInvert(
	MatrixTriangle storedTriangle, 
	int n, 
	Array2D<T> a, 
	[OutAttribute] int% info
) override
abstract CholeskyInvert : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Array2D<'T> * 
        info : int byref -> unit 
override CholeskyInvert : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Array2D<'T> * 
        info : int byref -> unit 

Parameters

storedTriangle
Type: Extreme.MathematicsMatrixTriangle
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            
n
Type: SystemInt32
            The order of the matrix A.  N >= 0.
            
a
Type: Extreme.CollectionsArray2DT
            Dimension (LDA,N)
            On entry, the triangular factor U or L from the Cholesky
            factorization A = UT*U or A = L*LT, as computed by
            DPOTRF.
            On exit, the upper or lower triangle of the (symmetric)
            inverse of A, overwriting the input factor U or L.
            
            The leading dimension of the array A.  LDA >= max(1,N).
            
info
Type: SystemInt32
info is INTEGER
            = 0:  successful exit
            < 0:  if info = -i, the i-th argument had an illegal value
            > 0:  if info = i, the (i,i) element of the factor U or L is
                  zero, and the inverse could not be computed.
            
Remarks

This method corresponds to the LAPACK routine DPOTRI.

Version Information

Numerical Libraries

Supported in: 6.0
See Also

Reference

GenericDecompositionOperationsT Class
CholeskyInvert Overload
Extreme.Mathematics.LinearAlgebra.Implementation Namespace

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