ILinearAlgebraProviderTCholeskyFactor Method

Computes the Cholesky factorization of A.

Namespace: Altaxo.Calc.Providers.LinearAlgebra
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

void CholeskyFactor(
	T[] a,
	int order
)

a T: On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the the Cholesky factorization.
order Int32: The number of rows or columns in the matrix.

Remarks

This is equivalent to the POTRF LAPACK routine.