DoubleSymSemiPDFact Constructor

public DoubleSymSemiPDFact(
	DoubleMatrix A,
	TriangularMatrixTypes upperLower,
	double tolerance = -1
)

Public Sub New ( 
	A As DoubleMatrix,
	upperLower As TriangularMatrixTypes,
	Optional tolerance As Double = -1
)

public:
DoubleSymSemiPDFact(
	DoubleMatrix^ A, 
	TriangularMatrixTypes upperLower, 
	double tolerance = -1
)

new : 
        A : DoubleMatrix * 
        upperLower : TriangularMatrixTypes * 
        ?tolerance : float 
(* Defaults:
        let _tolerance = defaultArg tolerance -1
*)
-> DoubleSymSemiPDFact

Parameters

A  DoubleMatrix

Matrix to be factored. A is assumed to be symmetric and only the upper part of the matrix is referenced if upper is specified, and only the lower part of the matrix is referenced if lower is specfied.

upperLower  TriangularMatrixTypes

Specifies upper or lower. If upperLower is set to TriangularMatrixTypes.Upper then only the upper part of the symmetric matrix A is refefernced and the factorization will be of the form: P'AP = U'U, where U is upper triangular and P is a permutation matrix. ' denotes matrix transposition. If upperLower is set to TriangularMatrixTypes.Lower then only the lower part of the symmetric matrix A is refefernced and the factorization will be of the form: P'AP = LL', where L is lower triangular and P is a permutation matrix. ' denotes matrix transposition.

tolerance  Double  (Optional)

The algorithm terminates at the (k-1)th step, if the pivot is less than or equal to tolerance If tolerance is less than 0 or unspecified, then n*eps*max(A[k,k]), where eps is the machine precision and n is the order of the input matrix A, will be used.

Reference