CholeskyDecomposition Class

public sealed class CholeskyDecomposition

Public NotInheritable Class CholeskyDecomposition

public ref class CholeskyDecomposition sealed

[<SealedAttribute>]
type CholeskyDecomposition = class end

Inheritance

Object    CholeskyDecomposition

A Cholesky decomposition represents a matrix as the product of a lower-left triangular matrix and its transpose. For example:

The Choleksy decomposition of a symmetric, positive definite matrix can be obtained using the CholeskyDecomposition method of the SymmetricMatrix class.

Here is an example that uses a Cholesky decomposition to solve a linear algebra problem.

// Solve Ax = b via Cholesky decomposition
CholeskyDecomposition CD = A.CholsekyDecomposition();
ColumnVector b = new ColumnVector(1.0, 2.0, 3.0);
ColumnVector x CD.Solve(b);

Reference