.NET Matrix Library
Cholesky Class
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Represents a Cholesky factorization of a real symmetric positive-definite matrix.

Syntax

Visual Basic (Declaration) 
Public Class Cholesky 
   Implements IDisposable 
C# 
public class Cholesky : IDisposable 
C++/CLI 
public ref class Cholesky : public IDisposable 

Remarks

Cholesky factorization is possible for Hermitian positive-definite matrices (using the CCholesky Class) and symmetric positive-definite matrices (using the Cholesky Class).

Requirements

Namespace: Bluebit.MatrixLibrary

Platforms: Windows 7, Windows Vista, Windows XP Home Edition, Windows XP Professional, Windows Server 2003 family, Windows 2000

Assembly: Bluebit.MatrixLibrary (in Bluebit.MatrixLibrary.dll)

See Also

.NET Matrix Library Documentation