Click or drag to resize

FloatSymPDFactCholeskyFactor Property

Gets the Cholesky factorization of the source matrix.

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

Property Value

FloatUpperTriMatrix
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.
See Also