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DoubleSymSemiPDFactCholeskyFactor Property

Gets the upper triangular matrix U or the lower triangular matrix L in the factorization P'AP = U'U, upper triangular specified. P'AP = LL', lower triangular specified.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public DoubleMatrix CholeskyFactor { get; }

Property Value

DoubleMatrix
See Also