CholeskyDecomposition {Microsoft.VisualBasic.Math.LinearAlgebra.Matrix}

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CholeskyDecomposition

Description

Cholesky Decomposition. For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'. If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.

Declare

            
# namespace Microsoft.VisualBasic.Math.LinearAlgebra.Matrix
export class CholeskyDecomposition {
   # Is the matrix symmetric and positive definite?
   SPD: boolean;
}

        

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