 | 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 HierarchyNamespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
SyntaxThe DoubleHermitianPDFact type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | DoubleHermitianPDFact(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.
|
| DoubleHermitianPDFact(DoubleHermitianMatrix, Boolean) |
Constructs a DoubleHermitianPDFact instance by factoring the given matrix.
|
Properties| Name | Description | |
|---|---|---|
 | CholeskyFactor |
Gets the Cholesky factorization of the source matrix.
|
| Cols |
Gets the number of columns in the matrix represented
by the factorization.
|
| IsGood |
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.
|
| IsPositiveDefinite |
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.
|
| Rows |
Gets the number of rows in the matrix represented
by the factorization.
|
Methods| Name | Description | |
|---|---|---|
| Clone |
Creates a deep copy of this factorization.
|
| ConditionNumber |
Computes an estimate of the reciprocal of the condition number of a given matrix in the
1-norm.
|
| Determinant |
Computes the determinant of the factored matrix.
|
| Factor(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.
|
| Factor(DoubleHermitianMatrix, Boolean) |
Factors the matrix A so that self represents the UU' factorization
of A.
|
| Inverse |
Computes the inverse of the factored matrix.
|
| Solve(DoubleComplexMatrix) |
Uses this UU' factorization to solve the linear system AX = B.
|
| Solve(DoubleComplexVector) |
Uses the UU' factorization of self to solve the linear system Ax = b.
|
See Also