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Extreme Optimization Mathematics Library for .NET

CholeskyDecomposition Members

CholeskyDecomposition overview

Public Instance Constructors

CholeskyDecompositionOverloaded. Initializes a new instance of the CholeskyDecomposition class.

Public Instance Properties

BaseMatrix (inherited from Decomposition) Gets the underlying matrix of the decomposition.
LowerTriangularFactor Gets the lower TriangularMatrix component of this CholeskyDecomposition.
Overwrite (inherited from Decomposition) Gets or sets a value indicating whether the BaseMatrix should be overwritten by its decomposition.

Public Instance Methods

Decompose Performs the actual Cholesky decomposition.
Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
EstimateConditionNumber Calculates an estimate for the condition number of the decomposed GeneralMatrix.
GetDeterminant Calculates the determinant of the factorized GeneralMatrix.
GetHashCode (inherited from Object)Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetInverse Calculates the inverse of the factorized SymmetricMatrix.
GetObjectData (inherited from LinearTransformation) Populates a SerializationInfo with the data needed to serialize the target object.
GetType (inherited from Object)Gets the Type of the current instance.
IsSingular (inherited from Decomposition) Gets a value indicating whether the BaseMatrix of this decomposition is singular.
RankOverloaded. Returns the numerical rank of the matrix using the specified tolerance.
Rank (inherited from LinearTransformation)Overloaded. Returns the numerical rank of a matrix using the specified tolerance.
SolveOverloaded. Solves the system of simultaneous linear equations represented by this instance.
Solve (inherited from LinearTransformation)Overloaded. Solves the system of simultaneous linear equations represented by this instance.
ToString (inherited from Object)Returns a String that represents the current Object.

See Also

CholeskyDecomposition Class | Extreme.Mathematics.LinearAlgebra Namespace | SymmetricMatrix | TriangularMatrix | LUDecomposition | LinearTransformation