NMath User's Guide

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Chapter 20. Structured Sparse Matrix Factorizations (.NET, C#, CSharp, VB, Visual Basic, F#)

NMath provides classes for computing and storing factorizations of structured sparse matrices, including LU factorization for banded and tridiagonal matrices, Bunch-Kaufman factorization for symmetric and Hermitian matrices, and Cholesky factorization for symmetric and Hermitian positive definite matrices.

Once a factorization is constructed, it can be reused to solve for different right-hand sides, and to compute inverses, determinants, and condition numbers. Similar static methods are also provided on class MatrixFunctions.

This chapter describes the NMath structured sparse matrix factorization classes, and how to construct and use them.