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NMathFunctionsSolvePD(FloatSymCsrSparseMatrix, FloatMatrix) Method

Solves the linear system AX = B where A is a symmetric, positive definite sparse matrix.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public static FloatMatrix SolvePD(
	FloatSymCsrSparseMatrix A,
	FloatMatrix B
)

Parameters

A  FloatSymCsrSparseMatrix
A CSR Symmetric Positive Definite Sparse matrix.
B  FloatMatrix
The matrix of right hand sides. B must have the same number of rows as A.

Return Value

FloatMatrix
A matrix with the same number of columns as B containing the solutions.
Exceptions
ExceptionCondition
MismatchedSizeExceptionThrown if the number of rows in B is different than the number of rows in A.
NMathExceptionThrown if there is an error solving the system or if A is not positive definite.
Remarks
The ith column of X, X(i), is the solution to the equation AX(i) = B(i), where B(i) is the ith column of B.
See Also