Matrix.CholeskyDecomposition(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.

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Method Signature

Matrix.CholeskyDecomposition(

Matrix L)

Arguments

L
Description:	The lower triangular decomposition of the matrix.

Syntax

myMatrix1.CholeskyDecomposition(myMatrix2);