Matrix.CholeskyDecomposition(Matrix, Variable) Method

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Description

Decomposes the matrix A into a triangular form L such that L*L.Transpose() = A, or a triangular form L, a permutation matrix P, and a diagonal matrix D such that P^T*L*D*L^T*P = A. The version used depends on the overload chosen. By default, L will be a lower triangle form, unless an upper triangle form is specified.

 

Timing Precision Mode

This page describes functionality in millisecond timing precision mode. Millisecond timing precision mode is deprecated and will be removed in a future release. We recommend that you migrate your Mission Plans to nanosecond timing precision mode.

Click here to see the documentation for this object in nanosecond timing precision mode.

 

Method Signature

Matrix.CholeskyDecomposition(

Matrix L,


Variable lowerOrUpper)

 

 

Arguments

L


Description:

The lower triangular decomposition of the matrix.

 

 

lowerOrUpper


Description:

Specifies whether to compute the upper or lower Cholesky decomposition. When 'lower' is specified L is a lower triangle matrix. When 'upper' is specified, L is a upper triangle matrix.

Valid Values:

Value

Label

0

lower

1

upper

 

 

 

 

Syntax

myMatrix1.CholeskyDecomposition(myMatrix2, myVariable1);

 

 

See also

Matrix Object

Matrix.CholeskyDecomposition

Matrix, Array, and Variable Math Guide