The R matrix that results from the Cholesky factorization.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[,] GetR() |
Visual Basic (Declaration) |
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Public Function GetR As Double(,) |
Visual C++ |
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public: array<double,2>^ GetR() |
Return Value
A double matrix which contains the lower triangular R matrix that results from the Cholesky factorization,