C# Class Accord.Math.Decompositions.CholeskyDecomposition

Inheritance: ICloneable, ISolverDecomposition
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Méthodes publiques

Méthode Description
CholeskyDecomposition ( double value ) : System

Constructs a new Cholesky Decomposition.

CholeskyDecomposition ( double value, bool robust ) : System

Constructs a new Cholesky Decomposition.

CholeskyDecomposition ( double value, bool robust, bool lowerTriangular ) : System

Constructs a new Cholesky Decomposition.

Clone ( ) : object

Creates a new object that is a copy of the current instance.

Inverse ( ) : ].double[

Computes the inverse of the matrix given to the Cholesky decomposition.

Solve ( double value ) : ].double[

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

Solve ( double value, bool inPlace ) : ].double[

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

Solve ( double value ) : double[]

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

Solve ( double value, bool inPlace ) : double[]

Solves a set of equation systems of type A * x = b.

Private Methods

Méthode Description
CholeskyDecomposition ( ) : System
LDLt ( double value ) : void
LLt ( double value ) : void

Method Details

CholeskyDecomposition() public méthode

Constructs a new Cholesky Decomposition.
public CholeskyDecomposition ( double value ) : System
value double The matrix to be decomposed.
Résultat System

CholeskyDecomposition() public méthode

Constructs a new Cholesky Decomposition.
public CholeskyDecomposition ( double value, bool robust ) : System
value double The matrix to be decomposed.
robust bool True to perform a square root free LDLt decomposition, /// false otherwise.
Résultat System

CholeskyDecomposition() public méthode

Constructs a new Cholesky Decomposition.
public CholeskyDecomposition ( double value, bool robust, bool lowerTriangular ) : System
value double The matrix to be decomposed.
robust bool True to perform a square-root free LDLt decomposition, /// false otherwise.
lowerTriangular bool True to assume the value /// matrix
Résultat System

Clone() public méthode

Creates a new object that is a copy of the current instance.
public Clone ( ) : object
Résultat object

Inverse() public méthode

Computes the inverse of the matrix given to the Cholesky decomposition.
public Inverse ( ) : ].double[
Résultat ].double[

Solve() public méthode

Solves a set of equation systems of type A * X = B.
Matrix dimensions do not match. Matrix is not symmetric and positive definite.
public Solve ( double value ) : ].double[
value double Right hand side matrix with as many rows as A and any number of columns.
Résultat ].double[

Solve() public méthode

Solves a set of equation systems of type A * X = B.
Matrix dimensions do not match. Matrix is not symmetric and positive definite.
public Solve ( double value, bool inPlace ) : ].double[
value double Right hand side matrix with as many rows as A and any number of columns.
inPlace bool True to compute the solving in place, false otherwise.
Résultat ].double[

Solve() public méthode

Solves a set of equation systems of type A * X = B.
Matrix dimensions do not match. Matrix is not symmetric and positive definite.
public Solve ( double value ) : double[]
value double Right hand side matrix with as many rows as A and any number of columns.
Résultat double[]

Solve() public méthode

Solves a set of equation systems of type A * x = b.
Matrix dimensions do not match. Matrix is not symmetric and positive definite.
public Solve ( double value, bool inPlace ) : double[]
value double Right hand side column vector with as many rows as A.
inPlace bool True to compute the solving in place, false otherwise.
Résultat double[]