IGLib  1.7.2
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CholeskyDecomposition.cs File Reference

Classes

class  DotNetMatrix.CholeskyDecomposition
 Cholesky Decomposition. For a symmetric, positive definite matrix A, the Cholesky decomposition is an 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 an internal flag that may be queried by the isSPD() method. More...
 

Namespaces

package  DotNetMatrix