CholeskyDecomposition<T> Constructor

protected CholeskyDecomposition(
	Matrix<T> matrix,
	bool overwrite
)

Protected Sub New ( 
	matrix As Matrix(Of T),
	overwrite As Boolean
)

protected:
CholeskyDecomposition(
	Matrix<T>^ matrix, 
	bool overwrite
)

new : 
        matrix : Matrix<'T> * 
        overwrite : bool -> CholeskyDecomposition

Parameters

matrix  Matrix<T>

The SymmetricMatrix<T> that is to be factorized. This matrix must be positive-definite, or the decomposition will fail.

overwrite  Boolean

If false, the matrix is preserved. (This is the default.) If true, matrix is destroyed by the decomposition.

By default, the matrix matrix is preserved. It may be more efficient to overwrite the components of matrix with the result of the decomposition. To do this, set the Overwrite property to false immediately after creating the CholeskyDecomposition<T>.

The decomposition isn't performed until it is needed. You can force the calculation to take place by calling the Decompose() method.

Reference