 | Double |
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 HierarchyNamespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
SyntaxThe DoubleSymPDFact type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | 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. |
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(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. |
See Also