VirtualMatrix.CholeskyDecomposition(Matrix, Matrix, Matrix) 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 nanosecond timing precision mode.

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

Method Signature

VirtualMatrix.CholeskyDecomposition(	Matrix L,
	Matrix D,
	Matrix P)

Arguments

L
Description:	The lower triangular decomposition of the matrix.

D
Description:	The diagonal matrix of the decomposition of the matrix.

P
Description:	The permutation matrix of the decomposition of the matrix.

Syntax

[1,2; 3,4].CholeskyDecomposition(myMatrix1, myMatrix2, myMatrix3);