 Posted Thursday, June 25, 2009 10:24 AM
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| Can you provide example code (VB.NET) for Cholesky factorization of an N x N covariance matrix (V) into the lower L square root matrix? I didn't find any code examples in your documentation. lep
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Posted Friday, June 26, 2009 9:01 AM
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| You need to create a Cholesky object and then refer to its L property. Example: 'assume matrix A has been defined elsewhere Dim cho As Cholesky = new Cholesky(A) Dim LofA = cho.L
Trifon Triantafillidis | Lead Developer | 
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Posted Friday, June 26, 2009 12:30 PM
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