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DoubleHermitianPDFact Class

Class DoubleHermitianPDFact represents the Cholesky factorization of a Hermitian, positive definite, matrix of double-precision complex floating point numbers. In a Cholesky factorization a Hermitian, positive definite matrix A is factored as A = UU' where U is upper triangular and U' is the conjugate transpose of U.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreDoubleHermitianPDFact

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class DoubleHermitianPDFact : ICloneable

The DoubleHermitianPDFact type exposes the following members.

Constructors
  NameDescription
Public methodDoubleHermitianPDFact(DoubleHermitianMatrix)
Constructs a DoubleHermitianPDFact instance by factoring the given matrix. By default the condition number for the matrix will not be computed and will not be available from the ConditionNumber method.
Public methodDoubleHermitianPDFact(DoubleHermitianMatrix, Boolean)
Constructs a DoubleHermitianPDFact instance by factoring the given matrix.
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Properties
  NameDescription
Public propertyCholeskyFactor
Gets the Cholesky factorization of the source matrix.
Public propertyCols
Gets the number of columns in the matrix represented by the factorization.
Public propertyIsGood
Gets a boolean value which is true if the matrix factorization succeeded and the factorization may be used to solve equations, compute determinants, inverses, and so on; otherwise false.
Public propertyIsPositiveDefinite
Gets a boolean value which is true if the matrix is positive definite and the factorization may be used to solve equations, compute determinants, inverses, and so on; otherwise false.
Public propertyRows
Gets the number of rows in the matrix represented by the factorization.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this factorization.
Public methodConditionNumber
Computes an estimate of the reciprocal of the condition number of a given matrix in the 1-norm.
Public methodDeterminant
Computes the determinant of the factored matrix.
Public methodFactor(DoubleHermitianMatrix)
Factors the matrix A so that self represents the UU' factorization of A. By default the condition number for the matrix will not be computed and will not be available from the ConditionNumber method.
Public methodFactor(DoubleHermitianMatrix, Boolean)
Factors the matrix A so that self represents the UU' factorization of A.
Public methodInverse
Computes the inverse of the factored matrix.
Public methodSolve(DoubleComplexMatrix)
Uses this UU' factorization to solve the linear system AX = B.
Public methodSolve(DoubleComplexVector)
Uses the UU' factorization of self to solve the linear system Ax = b.
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See Also