SystemObject Extreme.Mathematics.LinearAlgebra.ComplexComplexLinearOperator Extreme.Mathematics.LinearAlgebra.ComplexComplexDecomposition Extreme.Mathematics.LinearAlgebra.ComplexComplexCholeskyDecomposition
Namespace: Extreme.Mathematics.LinearAlgebra.ComplexAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public abstract class ComplexCholeskyDecomposition : ComplexDecomposition
Public MustInherit Class ComplexCholeskyDecomposition
Inherits ComplexDecomposition
public ref class ComplexCholeskyDecomposition abstract : public ComplexDecomposition
[<AbstractClassAttribute>]
type ComplexCholeskyDecomposition =
class
inherit ComplexDecomposition
end
The ComplexCholeskyDecomposition type exposes the following members.
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The Cholesky decomposition of a real symmetric positive
definite matrix A rewrites the
matrix in the form A= LL^{T}, where
L is a lower-triangular
matrix.
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
LinearOperator. This means you can
use it to solve systems of linear equations where the
matrix of the system is symmetric and positive definite.
You can solve for a single right-hand side, or for multiple
right-hand sides using the Solve(ComplexDenseVector, Boolean) method.
You can also calculate the determinant
the inverse, and an estimate for the
condition number.
To solve a general (non-symmetric or non-positive
definite)system of equations, use the ComplexLUDecomposition class instead.
Numerical Libraries
Supported in: 5.x, 4.x
Reference