DoubleSymSemiPDFact Class 
Namespace: CenterSpace.NMath.Core
The DoubleSymSemiPDFact type exposes the following members.
Name  Description  

DoubleSymSemiPDFact 
Computes the Cholesky factorization with complete pivoting of a
symmetric positive semidefinite matrix.

Name  Description  

CholeskyFactor 
Gets the upper triangular matrix U or the lower triangular matrix
L in the factorization
P'AP = U'U, upper triangular specified.
P'AP = LL', lower triangular specified.
 
IsGood 
Gets a boolean value which is true if the matrix
factorization succeeded and the factorization may be used
to solve equations. If this property returns false, any
attempt to use the factorization to solve equations using the Solve
methods will throw an exception.
 
Order 
Gets the order. This is equal to the number of rows and columns of the factored
symmetric A. It is also the number of rows and columns in the Cholesky factor U, if
upper is specified, or L, if lower is specified.
 
P 
Gets the permutation matrix P in the factorization
P'AP = U'U, upper triangular specified.
P'AP = LL', lower triangular specified.
 
Pivots 
Gets an array of pivot indices. The row i is interchanged with row
Pivots[i].
 
Rank 
Gets the rank of the factored matrix. This is the number of linearly
independent columns of the factored matrix A. Using the Solve
method should only be attempted when the rank is equal to the order
of the factored symmeteric matrix A.
 
Tolerance 
Gets the value of the tolerance used in the factorization algorithm.
The algorithm terminates at the (k1)th step, if the pivot is less than
or equal to Tolerance  
UpperOrLowerFactors 
Gets the upper of lower factors property.

Name  Description  

Solve(DoubleMatrix) 
Solves the linear system AX = B using the Cholesky factorization
for A. The factorization must be checked using the IsGood
property before solving. An execption will be thrown when the
IsGood property is false and this method is invoked.
 
Solve(DoubleVector) 
Solves the linear system Ax = b using the Cholesky factorization
for A. The factorization must be checked using the IsGood
property before solving. An execption will be thrown when the
IsGood property is false and a solve is attempted
by calling this function.
