VirtualMatrix.CholeskyDecomposition(Matrix, Matrix, 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 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,


Variable lowerOrUpper)

 

 

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.

 

 

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

[1,2; 3,4].CholeskyDecomposition(myMatrix1, myMatrix2, myMatrix3, myVariable1);

 

 

See also

VirtualMatrix Object

VirtualMatrix.CholeskyDecomposition