IMSL C# Numerical Library

SparseCholesky.SmallestDiagonalElement Property

The smallest diagonal element of the Cholesky factor.

public double SmallestDiagonalElement {get;}

Property Value

A double value specifying the smallest diagonal element of the Cholesky factor. Use of this method is only sensible if a numeric factorization of the input matrix was done beforehand.

See Also

SparseCholesky Class | Imsl.Math Namespace