Cholesky Constructor

Create the Cholesky factorization of a symmetric positive definite matrix of type double.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public Cholesky(
	double[,] a
)

Public Sub New ( 
	a As Double(,)
)

public:
Cholesky(
	array<double,2>^ a
)

new : 
        a : float[,] -> Cholesky

Exceptions

Exception	Condition
SingularMatrixException	is thrown when the input matrix a is singular
NotSPDException	is thrown when the input matrix is not symmetric, positive definite.