Namespaces

Types in MathNet.Numerics.LinearAlgebra.Factorization

Type Cholesky<T>

Namespace MathNet.Numerics.LinearAlgebra.Factorization

Interfaces ISolver<T>

A class which encapsulates the functionality of a Cholesky factorization.

For a symmetric, positive definite matrix A, the Cholesky factorization is an lower triangular matrix L so that A = L*L'.

The computation of the Cholesky factorization is done at construction time. If the matrix is not symmetric or positive definite, the constructor will throw an exception.

Methods

Properties

Public Methods

bool Equals(object obj)

void Factorize(Matrix<T> matrix)

Calculates the Cholesky factorization of the input matrix.
Parameters
Matrix<T> matrix

The matrix to be factorized Matrix`1.

int GetHashCode()

Type GetType()

Matrix<T> Solve(Matrix<T> input)

Solves a system of linear equations, , with A Cholesky factorized.
Parameters
Matrix<T> input

The right hand side Matrix`1 , .

Return
Matrix<T>

The left hand side Matrix`1 , .

void Solve(Matrix<T> input, Matrix<T> result)

Solves a system of linear equations, , with A Cholesky factorized.
Parameters
Matrix<T> input

The right hand side Matrix`1 , .

Matrix<T> result

The left hand side Matrix`1 , .

Vector<T> Solve(Vector<T> input)

Solves a system of linear equations, , with A Cholesky factorized.
Parameters
Vector<T> input

The right hand side vector, .

Return
Vector<T>

The left hand side Vector`1 , .

void Solve(Vector<T> input, Vector<T> result)

Solves a system of linear equations, , with A Cholesky factorized.
Parameters
Vector<T> input

The right hand side vector, .

Vector<T> result

The left hand side Matrix`1 , .

string ToString()

Public Properties

T Determinant get;

Gets the determinant of the matrix for which the Cholesky matrix was computed.

T DeterminantLn get;

Gets the log determinant of the matrix for which the Cholesky matrix was computed.

Matrix<T> Factor get; set;

Gets the lower triangular form of the Cholesky matrix.