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.
Overload List
Signatures

Return Value

Description

VirtualMatrix.CholeskyDecomposition(Matrix L)

None

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.

VirtualMatrix.CholeskyDecomposition(Matrix L, Variable lowerOrUpper)

None

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.

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

None

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.

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

None

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.

See also
VirtualMatrix Object
