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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'.

Inheritance Hierarchy
SystemObject
  Altaxo.Calc.LinearAlgebra.FactorizationCholeskyT

Namespace: Altaxo.Calc.LinearAlgebra.Factorization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
Syntax
C#
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public abstract class Cholesky<T> : ISolver<T>
where T : struct, new(), IEquatable<T>, IFormattable

Type Parameters

T
Supported data types are double, single, Altaxo.Calc.LinearAlgebra.Complex, and Altaxo.Calc.LinearAlgebra.Complex32.

The CholeskyT type exposes the following members.

Constructors
 NameDescription
Protected methodCholeskyTInitializes a new instance of the CholeskyT class
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Properties
 NameDescription
Public propertyDeterminant Gets the determinant of the matrix for which the Cholesky matrix was computed.
Public propertyDeterminantLn Gets the log determinant of the matrix for which the Cholesky matrix was computed.
Public propertyFactor Gets the lower triangular form of the Cholesky matrix.
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Methods
 NameDescription
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodFactorize Calculates the Cholesky factorization of the input matrix.
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodSolve(MatrixT) Solves a system of linear equations, AX = B, with A Cholesky factorized.
Public methodSolve(VectorT) Solves a system of linear equations, Ax = b, with A Cholesky factorized.
Public methodSolve(MatrixT, MatrixT) Solves a system of linear equations, AX = B, with A Cholesky factorized.
Public methodSolve(VectorT, VectorT) Solves a system of linear equations, Ax = b, with A Cholesky factorized.
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Remarks
The computation of the Cholesky factorization is done at construction time. If the matrix is not symmetric or positive definite, the constructor will throw an exception.
See Also