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FloatHermitianPDFactCholeskyFactor Property

Gets the Cholesky factorization of the source matrix.

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

Property Value

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.
See Also