CholeskyT Class |
A class which encapsulates the functionality of a Cholesky factorization.
For a symmetric, positive definite matrix A, the Cholesky factorization is an lower triangular matrix L so that A = L*L'.
public abstract class Cholesky<T> : ISolver<T> where T : struct, new(), IEquatable<T>, IFormattable
The CholeskyT type exposes the following members.
Name | Description | |
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Determinant | Gets the determinant of the matrix for which the Cholesky matrix was computed. | |
DeterminantLn | Gets the log determinant of the matrix for which the Cholesky matrix was computed. | |
Factor | Gets the lower triangular form of the Cholesky matrix. |
Name | Description | |
---|---|---|
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) | |
Factorize | Calculates the Cholesky factorization of the input matrix. | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) | |
GetHashCode | Serves as the default hash function. (Inherited from Object) | |
GetType | Gets the Type of the current instance. (Inherited from Object) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) | |
Solve(MatrixT) | Solves a system of linear equations, AX = B, with A Cholesky factorized. | |
Solve(VectorT) | Solves a system of linear equations, Ax = b, with A Cholesky factorized. | |
Solve(MatrixT, MatrixT) | Solves a system of linear equations, AX = B, with A Cholesky factorized. | |
Solve(VectorT, VectorT) | Solves a system of linear equations, Ax = b, with A Cholesky factorized. | |
ToString | Returns a string that represents the current object. (Inherited from Object) |