.NET Matrix Library
Cholesky Constructor
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matrix
A Matrix object containing the real symmetric positive-definite matrix to factor.
Initializes a new instance of the Cholesky class computing the Cholesky factorization of a real symmetric positive-definite matrix.

Syntax

Visual Basic (Declaration) 
Public Function New( _
   ByVal matrix As Matrix _
)
Visual Basic (Usage)Copy Code
Dim matrix As Matrix
 
Dim instance As New Cholesky(matrix)
C# 
public Cholesky( 
   Matrix matrix
)
C++/CLI 
public:
Cholesky( 
   Matrix^ matrix
)

Parameters

matrix
A Matrix object containing the real symmetric positive-definite matrix to factor.

Exceptions

ExceptionDescription
NotSquareMatrixExceptionThe matrix parameter does not represent a square matrix.

Remarks

The Succeeded property indicates whether the factorization has completed successfully. It will return false if the matrix parameter does not represent a positive-definite matrix.

Only the lower triangular part of the matrix is referenced during factorization and no check is made that the matrix is actually a symmetric matrix.

Requirements

Target Platforms: Windows 2000, Windows XP, Windows Server 2003 family, Windows Vista, Windows Server 2008 family, Windows 7

See Also

.NET Matrix Library