Represents the Cholesky decomposition of a
positive-definite symmetric matrix.
Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
| Name | Description |
---|
 | AddProductToVector | (Inherited from LinearOperator.) |
 | Decompose |
Performs the actual Cholesky decomposition.
(Overrides DecompositionDecompose.) |
 | Equals | Determines whether the specified Object is equal to the current Object. (Inherited from Object.) |
 | EstimateConditionNumber |
Calculates an estimate for the condition
number of the decomposed dense matrix.
(Overrides LinearOperatorEstimateConditionNumber.) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
 | GetDeterminant |
Calculates the determinant of the factorized
dense matrix.
(Overrides LinearOperatorGetDeterminant.) |
 | GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
 | GetInverse |
Calculates the inverse matrix..
(Inherited from LinearOperator.) |
 | GetInverse(Boolean) |
Calculates the inverse of the factorized
symmetric matrix.
(Overrides LinearOperatorGetInverse(Boolean).) |
 | GetObjectData | (Inherited from LinearOperator.) |
 | GetType | Gets the Type of the current instance. (Inherited from Object.) |
 | IsSingular |
Gets a value indicating whether the BaseMatrix of this decomposition
is singular.
(Inherited from Decomposition.) |
 | MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
 | Multiply(Matrix) | Multiplies the decomposition to a matrix. (Inherited from Decomposition.) |
 | Multiply(Vector) | Applies the base matrix of the decomposition to a vector. (Inherited from Decomposition.) |
 | MultiplyTranspose(Matrix) | Multiplies the transpose of the decomposition to a matrix. (Inherited from Decomposition.) |
 | MultiplyTranspose(Vector) | Multiplies the transpose of the decomposition to a vector. (Inherited from Decomposition.) |
 | Rank |
Returns the numerical rank of a matrix.
(Inherited from LinearOperator.) |
 | Rank(Double) |
Returns the numerical rank of the matrix using the specified tolerance.
(Overrides LinearOperatorRank(Double).) |
 | SetSingular |
Sets a flag that indicates the underlying matrix of this
decomposition is singular.
(Inherited from Decomposition.) |
 | Solve(Matrix) |
Solves the system of linear equations for the specified
right-hand side matrix.
(Inherited from LinearOperator.) |
 | Solve(Vector) |
Solves the system of linear equations for the specified
right-hand side vector.
(Inherited from LinearOperator.) |
 | Solve(DenseMatrix, Boolean) |
Solves the system of simultaneous linear equations for the specified
right-hand side dense matrix and optionally overwrites the
right-hand side with the solution.
(Overrides LinearOperatorSolve(DenseMatrix, Boolean).) |
 | Solve(DenseVector, Boolean) |
Solves the system of simultaneous linear equations for the specified
right-hand side dense vector and optionally overwrites
the right-hand side with the solution.
(Overrides LinearOperatorSolve(DenseVector, Boolean).) |
 | SolveTo(DenseVector, DenseVector) |
Solves the system for the specified right-hand side.
(Inherited from LinearOperator.) |
 | SolveTo(Vector, DenseVector) |
Solves the system for the specified right-hand side.
(Inherited from LinearOperator.) |
 | SolveTranspose(Matrix) |
Solves the transposed system of linear equations for the specified
right-hand side matrix.
(Inherited from LinearOperator.) |
 | SolveTranspose(Vector) |
Solves the system of linear equations for the specified
right-hand side vector.
(Inherited from LinearOperator.) |
 | SolveTranspose(DenseMatrix, Boolean) |
Solves the transposed system of linear equations for the specified
right-hand side dense matrix and optionally overwrites the
right-hand side with the solution.
(Overrides LinearOperatorSolveTranspose(DenseMatrix, Boolean).) |
 | SolveTranspose(DenseVector, Boolean) |
Solves the transposed system of linear equations for the specified
right-hand side dense vector and optionally
overwrites the right-hand side with the solution.
(Overrides LinearOperatorSolveTranspose(DenseVector, Boolean).) |
 | SolveTransposeTo |
Solves the transposed system for the specified right-hand side.
(Inherited from LinearOperator.) |
 | ToString | Returns a string that represents the current object. (Inherited from Object.) |
 | TryDecompose |
Attempts to perform the actual Cholesky decomposition.
|
The Cholesky decomposition of a real symmetric positive
definite matrix A rewrites the
matrix in the form A= LLT, where
L is a lower-triangular
matrix.
To solve a general (non-symmetric or non-positive
definite)system of equations, use the LUDecomposition class instead.