ICholeskyDecomposition Interface

Cholesky Decomposition of a symmetric, positive definite matrix.

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

Syntax

public interface ICholeskyDecomposition

The ICholeskyDecomposition type exposes the following members.

Properties

	Name	Description
	IsPositiveDefinite	Returns if the matrix is positive definite.
	IsSymmetric	Returns if the matrix is symmetric.
	LeftTriangularFactor	Returns the left triangular factor L so that A = L * L'.

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Methods

	Name	Description
	Solve	Solves a set of equation systems of type A * X = B.

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Remarks

For a symmetric, positive definite matrix A, the Cholesky decomposition is a lower triangular matrix L so that A = L * L'. If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets two internal variables that can be queried using the IsSymmetric and IsPositiveDefinite properties.

Reference

Altaxo.Calc.LinearAlgebra Namespace