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.ImplementationAssembly: Extreme.Numerics.Generic.Net40 (in Extreme.Numerics.Generic.Net40.dll) Version: 6.0.16073.0 (6.0.16096.0)
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.
This method corresponds to the LAPACK routine DPOTRI.
Numerical Libraries
Supported in: 6.0
Reference