﻿FloatSymPDFact Class

# FloatSymPDFact Class

Class FloatSymPDFact represents the Cholesky factorization of a symmetric, positive definite, matrix of single-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.CoreFloatSymPDFact

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

The FloatSymPDFact type exposes the following members.

Constructors
NameDescription
FloatSymPDFact(FloatSymmetricMatrix) Constructs a FloatSymPDFact 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.
FloatSymPDFact(FloatSymmetricMatrix, Boolean) Constructs a FloatSymPDFact 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(FloatSymmetricMatrix) 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(FloatSymmetricMatrix, Boolean) Factors the matrix A so that self represents the UU' factorization of A.
Inverse Computes the inverse of the factored matrix.
Solve(FloatMatrix) Uses this UU' factorization to solve the linear system AX = B.
Solve(FloatVector) Uses the UU' factorization of self to solve the linear system Ax = b.
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