CholeskyDecompositionSquareRootMatrix Method

Returns the Cholesky square root matrix.

Definition

Namespace: Meta.Numerics.Matrices
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public SquareMatrix SquareRootMatrix()

Return Value

SquareMatrix
A lower-left triangular matrix A, such that A AT = M.

See Also