Public Instance Constructors
Cholesky Constructor
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Create the Cholesky factorization of a symmetric positive definite matrix of type double. |
Public Instance Methods
| Downdate | Downdates the factorization by subtracting a rank-1 matrix. |
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetR | The R matrix that results from the Cholesky factorization. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| Inverse | Returns the inverse of this matrix. |
| Solve | Solve Ax = b where A is a positive definite matrix with elements of type double. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
| Update | Updates the factorization by adding a rank-1 matrix. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
Cholesky Class | Imsl.Math Namespace | Example