Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public NotInheritable Class ComplexCholeskyDecomposition _ Inherits ComplexDecomposition |
| C# |
|---|
public sealed class ComplexCholeskyDecomposition : ComplexDecomposition |
| C++ |
|---|
public ref class ComplexCholeskyDecomposition sealed : public ComplexDecomposition |
Methods
| Icon | Type | Description |
|---|---|---|
 | Decompose() |
Performs the actual Cholesky decomposition.
|
| Equals(Object) | |
| EstimateConditionNumber() |
Calculates an estimate for the condition
number of the decomposed ComplexGeneralMatrix.
|
 | Finalize() | |
| GetDeterminant() |
Calculates the determinant of the factorized
ComplexGeneralMatrix.
|
| GetHashCode() | Serves as a hash function for a particular type. |
| GetInverse() |
Calculates the inverse of the factorized
ComplexHermitianMatrix.
|
| GetObjectData(SerializationInfo, StreamingContext) |
Populates a SerializationInfo with the data
needed to serialize the target object.
|
| GetType() | Gets the Type of the current instance. |
| IsSingular() |
Gets a value indicating whether the BaseMatrix of this decomposition
is singular.
|
| MemberwiseClone() | Creates a shallow copy of the current Object. |
| Rank(Double) |
Returns the numerical rank of the matrix using the specified tolerance.
|
| SetSingularFlag() |
Sets a flag that indicates the underlying matrix of this
decomposition is singular.
|
| Solve(ComplexGeneralVector, Boolean) |
Solves the system of simultaneous linear equations for the specified
right-hand side ComplexGeneralVector and optionally overwrites
the right-hand side with the solution.
|
| Solve(ComplexGeneralMatrix, Boolean) |
Solves the system of simultaneous linear equations for the specified
right-hand side ComplexGeneralMatrix and optionally overwrites the
right-hand side with the solution.
|
| Solve(ComplexVector) |
Solves the system of linear equations for the specified
right-hand side ComplexVector.
|
| Solve(ComplexMatrix) |
Solves the system of linear equations for the specified
right-hand side ComplexMatrix.
|
| ToString() |
Constructors
| Icon | Type | Description |
|---|---|---|
| ComplexCholeskyDecompositionNew(ComplexHermitianMatrix) |
Constructs a new ComplexCholeskyDecomposition
object.
|
| ComplexCholeskyDecompositionNew(ComplexHermitianMatrix, Boolean) |
Constructs a new ComplexCholeskyDecomposition
object.
|
Properties
| Icon | Type | Description |
|---|---|---|
 | BaseMatrix |
Gets the underlying matrix of the decomposition.
|
| Done |
Gets or sets a value that indicates whether the decomposition
has been performed.
|
| Overwrite |
Gets or sets a value indicating whether the
BaseMatrix should be overwritten by
its decomposition.
|
| TriangularFactor |
Gets the ComplexTriangularMatrix component
of this ComplexCholeskyDecomposition.
|
Remarks
ComplexCholeskyDecomposition 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 Overwrite property.
ComplexCholeskyDecomposition inherits from LinearTransformation. This means you can use it to solve systems of linear equations where the matrix of the system is hermitian and positive definite. You can solve for a single right-hand side, or for multiple right-hand sides using the Solve(ComplexGeneralVector, Boolean) method. You can also calculate the GetDeterminant() the GetInverse(), and an estimate for the EstimateConditionNumber().
To solve a general (non-hermitian or non-positive definite)system of equations, use the ComplexLUDecomposition class instead.
Inheritance Hierarchy
Extreme.Mathematics.LinearAlgebra.Complex.ComplexLinearTransformation
Extreme.Mathematics.LinearAlgebra.Complex.ComplexDecomposition
Extreme.Mathematics.LinearAlgebra.Complex.ComplexCholeskyDecomposition
See Also
