NMath Reference Guide

## 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 Hierarchy

Syntax

The 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