CholeskyDecompositionSquareRootMatrix Method

Returns the Cholesky square root matrix.

Namespace: Meta.Numerics.Matrices
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4

Syntax

public SquareMatrix SquareRootMatrix()

Public Function SquareRootMatrix As SquareMatrix

public:
SquareMatrix^ SquareRootMatrix()

member SquareRootMatrix : unit -> SquareMatrix

Type: SquareMatrix
A lower-left triangular matrix A, such that A A^T = M.

CholeskyDecompositionAddLanguageSpecificTextSet("LSTD864AB3B_0?cpp=::|nu=.");SquareRootMatrix Method