IMSL C# Numerical Library

Cholesky.GetR Method 

The R matrix that results from the Cholesky factorization.

public double[,] GetR();

Return Value

A double matrix which contains the R matrix that results from the Cholesky factorization.

Remarks

R is a lower triangular matrix and A = RR^T.

See Also

Cholesky Class | Imsl.Math Namespace