Constructs a new CholeskyDecomposition object.

Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Sub New ( _
	matrix As SymmetricMatrix _
)
C#
public CholeskyDecomposition (
	SymmetricMatrix matrix
)
C++
public:
CholeskyDecomposition (
	SymmetricMatrix^ matrix
)

Parameters

matrix (Extreme.Mathematics.LinearAlgebra.SymmetricMatrix)
The SymmetricMatrix that is to be factorized. This matrix must be positive-definite, or the decomposition will fail.

Remarks

By default, the matrix matrix is preserved. It may be more efficient to overwrite the components of matrix with the result of the decomposition. To do this, set the Overwrite property to false immediately after creating the CholeskyDecomposition.

The decomposition isn't performed until it is needed. You can force the calculation to take place by calling the Decompose() method.

Exceptions

ExceptionCondition
ArgumentNullExceptionmatrix is nullNothingnullptr.