IMSL C# Numerical Library

ComplexSparseCholesky Constructor 

Constructs the matrix structure for the Cholesky factorization of a sparse Hermitian positive definite matrix of type ComplexSparseMatrix.

public ComplexSparseCholesky(
   ComplexSparseMatrix A
);

Parameters

A
The ComplexSparseMatrix Hermitian positive definite matrix to be factored. Only the lower triangular part of the input matrix is used.

See Also

ComplexSparseCholesky Class | Imsl.Math Namespace