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CholeskyGetR Method
The R matrix that results from the Cholesky factorization.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double[,] GetR()

Return Value

Type: Double
A double matrix which contains the lower triangular R matrix that results from the Cholesky factorization, A = RR^T.
See Also