C# 클래스 YAMP.Numerics.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.
상속: DirectSolver
파일 보기 프로젝트 열기: FlorianRappl/YAMP 1 사용 예제들

공개 메소드들

메소드 설명
CholeskyDecomposition ( MatrixValue Arg ) : YAMP

Cholesky algorithm for symmetric and positive definite matrix.
GetL ( ) : MatrixValue

Return triangular factor.
Solve ( MatrixValue B ) : MatrixValue

Solve A*X = B

메소드 상세

CholeskyDecomposition() 공개 메소드

Cholesky algorithm for symmetric and positive definite matrix.
public CholeskyDecomposition ( MatrixValue Arg ) : YAMP
Arg YAMP.MatrixValue Square, symmetric matrix.
리턴 YAMP

GetL() 공개 메소드

Return triangular factor.
public GetL ( ) : MatrixValue
리턴 YAMP.MatrixValue

Solve() 공개 메소드

Solve A*X = B
public Solve ( MatrixValue B ) : MatrixValue
B YAMP.MatrixValue A Matrix with as many rows as A and any number of columns. ///
리턴 YAMP.MatrixValue