C# Класс 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.
Наследование: DirectSolver
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Открытые методы

Метод Описание
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

Описание методов

CholeskyDecomposition() публичный Метод

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

GetL() публичный Метод

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

Solve() публичный Метод

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. ///
Результат YAMP.MatrixValue