CholeskyDecomposition<T>.Decompose Method

Performs the actual Cholesky decomposition.

Definition

Namespace: Numerics.NET.LinearAlgebra
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C# 
public override sealed void Decompose()

Remarks

The decomposition isn't calculated until it is needed. When needed, it is called automatically. You never have to call Decompose() explicitly unless you want to control when the decomposition is performed.

Until Decompose() is called, either explicitly or implicitly by one of its methods or properties, you can set the Overwrite property to specify whether to overwrite or preserve the original matrix.

This method uses the LAPACK routine ?POTRF.

Exceptions

MatrixNotPositiveDefiniteException

The matrix is not positive definite.

See Also