IMSL C# Numerical Library

Cholesky Constructor 

Create the Cholesky factorization of a symmetric positive definite matrix of type double.

public Cholesky(
   double[,] a
);

Parameters

a
A double square matrix to be factored.

Exceptions

Exception Type Condition
SingularMatrixException is thrown when the input matrix a is singular
NotSPDException is thrown when the input matrix is not symmetric, positive definite.

See Also

Cholesky Class | Imsl.Math Namespace