﻿DoubleSymPDFact Class

# DoubleSymPDFact Class

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

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
```[SerializableAttribute]
public class DoubleSymPDFact : ICloneable```

The DoubleSymPDFact type exposes the following members.

Constructors
NameDescription
DoubleSymPDFact(DoubleSymmetricMatrix)
Constructs a DoubleSymPDFact 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.
DoubleSymPDFact(DoubleSymmetricMatrix, Boolean)
Constructs a DoubleSymPDFact instance by factoring the given matrix.
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Properties
NameDescription
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.
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Methods
NameDescription
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(DoubleSymmetricMatrix)
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(DoubleSymmetricMatrix, Boolean)
Factors the matrix A so that self represents the UU' factorization of A.
Inverse
Computes the inverse of the factored matrix.
Solve(DoubleMatrix)
Uses this UU' factorization to solve the linear system AX = B.
Solve(DoubleVector)
Uses the UU' factorization of self to solve the linear system Ax = b.
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