C# Class Accord.Math.Decompositions.CholeskyDecomposition

Inheritance: ICloneable, ISolverDecomposition

Public Methods

Method	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`.

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

Constructs a new Cholesky Decomposition.

public CholeskyDecomposition ( double value ) : System
value	double	The matrix to be decomposed.
return	System

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.
return	System

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
return	System

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

public Clone ( ) : object
return	object

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

public Inverse ( ) : ].double[
return	].double[

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.
return	].double[

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.
return	].double[

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.
return	double[]

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.
return	double[]