CholeskyDecompositionF Class |
Namespace: DigitalRune.Mathematics.Algebra
The CholeskyDecompositionF type exposes the following members.
Name | Description | |
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CholeskyDecompositionF |
Creates the Cholesky decomposition of the given matrix.
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Name | Description | |
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Equals | (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
SolveLinearEquations |
Solves the equation A * X = B.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |
Name | Description | |
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IsSymmetricPositiveDefinite |
Gets a value indicating whether the original matrix is symmetric and positive definite.
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L |
Gets the lower triangular matrix L. (This property returns the internal matrix, not a copy.)
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The Cholesky Decomposition can be used on a square matrix A that is symmetric and positive definite (SPD).
Positive definite means that: vT * A * v > 0 for all vectors v. (The equivalent interpretation is that A has all positive eigenvalues.)
The matrix is decomposed into a lower triangular matrix L so that A = L * LT
If the matrix is not symmetric and positive definite, L will be a partial decomposition and the flag IsSymmetricPositiveDefinite is set to .
Applications: