IMSL C# Numerical Library

SparseCholesky Constructor 

Constructs the matrix structure for the Cholesky factorization of a sparse symmetric positive definite matrix of type SparseMatrix.

public SparseCholesky(
   SparseMatrix A
);

Parameters

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

See Also

SparseCholesky Class | Imsl.Math Namespace