C# Класс Encog.MathUtil.Matrices.Decomposition.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. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/
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Открытые методы

Метод Описание
CholeskyDecomposition ( System.Matrix matrix ) : System

Cholesky algorithm for symmetric and positive definite matrix.
Solve ( System.Matrix b ) : System.Matrix

Solve A*X = B.

Описание методов

CholeskyDecomposition() публичный Метод

Cholesky algorithm for symmetric and positive definite matrix.
public CholeskyDecomposition ( System.Matrix matrix ) : System
matrix System.Matrix Square, symmetric matrix.
Результат System

Solve() публичный Метод

Solve A*X = B.
public Solve ( System.Matrix b ) : System.Matrix
b System.Matrix A Matrix with as many rows as A and any number of columns.
Результат System.Matrix