Gets the Cholesky factorization of the source matrix.
Namespace:
CenterSpace.NMath.MatrixAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
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public FloatComplexUpperTriMatrix CholeskyFactor { get; } |
| Visual Basic (Declaration) |
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Public ReadOnly Property CholeskyFactor As FloatComplexUpperTriMatrix |
| Visual C++ |
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public: property FloatComplexUpperTriMatrix^ CholeskyFactor { FloatComplexUpperTriMatrix^ get (); } |
Remarks
If A is the factored matrix, then the Cholesky factorization of A is
A = UU'
where U is upper triangular and U' is the conjugate transpose of U.
This property gets the Cholesky factor U.