CholeskyDecompositionSquareRootMatrix Method
Returns the Cholesky square root matrix.
Namespace: Meta.Numerics.MatricesAssembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
public SquareMatrix SquareRootMatrix()
Public Function SquareRootMatrix As SquareMatrix
public:
SquareMatrix^ SquareRootMatrix()
member SquareRootMatrix : unit -> SquareMatrix
Return Value
SquareMatrixA lower-left triangular matrix A, such that A A
T = M.