DecompositionOperations<TReal, TComplex>.CholeskyDecompose Method

public void CholeskyDecompose(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<TReal> a,
	out int info
)

Public Sub CholeskyDecompose ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Array2D(Of TReal),
	<OutAttribute> ByRef info As Integer
)

public:
void CholeskyDecompose(
	MatrixTriangle storedTriangle, 
	int n, 
	Array2D<TReal> a, 
	[OutAttribute] int% info
)

member CholeskyDecompose : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Array2D<'TReal> * 
        info : int byref -> unit 

Parameters

storedTriangle  MatrixTriangle

            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            

n  Int32

            The order of the matrix A.  N >= 0.
            

a  Array2D<TReal>

            A is TReal array, dimension (LDA,N)
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading
            N-by-N upper triangular part of A contains the upper
            triangular part of the matrix A, and the strictly lower
            triangular part of A is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of A contains the lower
            triangular part of the matrix A, and the strictly upper
            triangular part of A is not referenced.
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = UT*U or A = L*LT.
            

            The leading dimension of the array A.  LDA >= max(1,N).
            

info  Int32

            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.
            

            The factorization has the form
               A = UT * U,  if UPLO = 'U', or
               A = L  * LT,  if UPLO = 'L',
            where U is an upper triangular matrix and L is lower triangular.
            This is the block version of the algorithm, calling Level 3 BLAS.
            

This method corresponds to the LAPACK routine ?POTRF.

public void CholeskyDecompose(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<TComplex> a,
	out int info
)

Public Sub CholeskyDecompose ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Array2D(Of TComplex),
	<OutAttribute> ByRef info As Integer
)

public:
void CholeskyDecompose(
	MatrixTriangle storedTriangle, 
	int n, 
	Array2D<TComplex> a, 
	[OutAttribute] int% info
)

member CholeskyDecompose : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Array2D<'TComplex> * 
        info : int byref -> unit 

Parameters

storedTriangle  MatrixTriangle

A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.

n  Int32

The number of rows and columns of the matrix.

a  Array2D<TComplex>

A complex array that contains the elements of the matrix.

info  Int32

On return, indicates error conditions.

public void CholeskyDecompose(
	MatrixTriangle storedTriangle,
	int n,
	Span2D<TReal> a,
	out int info
)

Public Sub CholeskyDecompose ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Span2D(Of TReal),
	<OutAttribute> ByRef info As Integer
)

public:
void CholeskyDecompose(
	MatrixTriangle storedTriangle, 
	int n, 
	Span2D<TReal> a, 
	[OutAttribute] int% info
)

member CholeskyDecompose : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Span2D<'TReal> * 
        info : int byref -> unit 

Parameters

storedTriangle  MatrixTriangle

            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            

n  Int32

            The order of the matrix A.  N >= 0.
            

a  Span2D<TReal>

            A is TReal array, dimension (LDA,N)
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading
            N-by-N upper triangular part of A contains the upper
            triangular part of the matrix A, and the strictly lower
            triangular part of A is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of A contains the lower
            triangular part of the matrix A, and the strictly upper
            triangular part of A is not referenced.
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = UT*U or A = L*LT.
            

            The leading dimension of the array A.  LDA >= max(1,N).
            

info  Int32

            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.
            

            The factorization has the form
               A = UT * U,  if UPLO = 'U', or
               A = L  * LT,  if UPLO = 'L',
            where U is an upper triangular matrix and L is lower triangular.
            This is the block version of the algorithm, calling Level 3 BLAS.
            

This method corresponds to the LAPACK routine ?POTRF.

public void CholeskyDecompose(
	MatrixTriangle storedTriangle,
	int n,
	Span2D<TComplex> a,
	out int info
)

Public Sub CholeskyDecompose ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Span2D(Of TComplex),
	<OutAttribute> ByRef info As Integer
)

public:
void CholeskyDecompose(
	MatrixTriangle storedTriangle, 
	int n, 
	Span2D<TComplex> a, 
	[OutAttribute] int% info
)

member CholeskyDecompose : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Span2D<'TComplex> * 
        info : int byref -> unit 

Parameters

storedTriangle  MatrixTriangle

A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.

n  Int32

The number of rows and columns of the matrix.

a  Span2D<TComplex>

A complex array that contains the elements of the matrix.

info  Int32

On return, indicates error conditions.

public abstract void CholeskyDecompose(
	MatrixTriangle storedTriangle,
	int n,
	Span<TReal> a,
	int lda,
	out int info
)

Public MustOverride Sub CholeskyDecompose ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Span(Of TReal),
	lda As Integer,
	<OutAttribute> ByRef info As Integer
)

public:
virtual void CholeskyDecompose(
	MatrixTriangle storedTriangle, 
	int n, 
	Span<TReal> a, 
	int lda, 
	[OutAttribute] int% info
) abstract

abstract CholeskyDecompose : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Span<'TReal> * 
        lda : int * 
        info : int byref -> unit 

Parameters

storedTriangle  MatrixTriangle

            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            

n  Int32

            The order of the matrix A.  N >= 0.
            

a  Span<TReal>

            A is TReal array, dimension (LDA,N)
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading
            N-by-N upper triangular part of A contains the upper
            triangular part of the matrix A, and the strictly lower
            triangular part of A is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of A contains the lower
            triangular part of the matrix A, and the strictly upper
            triangular part of A is not referenced.
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = UT*U or A = L*LT.
            

lda  Int32

            The leading dimension of the array A.  LDA >= max(1,N).
            

info  Int32

            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.
            

            The factorization has the form
               A = UT * U,  if UPLO = 'U', or
               A = L  * LT,  if UPLO = 'L',
            where U is an upper triangular matrix and L is lower triangular.
            This is the block version of the algorithm, calling Level 3 BLAS.
            

This method corresponds to the LAPACK routine ?POTRF.

public abstract void CholeskyDecompose(
	MatrixTriangle storedTriangle,
	int n,
	Span<TComplex> a,
	int lda,
	out int info
)

Public MustOverride Sub CholeskyDecompose ( 
	storedTriangle As MatrixTriangle,
	n As Integer,
	a As Span(Of TComplex),
	lda As Integer,
	<OutAttribute> ByRef info As Integer
)

public:
virtual void CholeskyDecompose(
	MatrixTriangle storedTriangle, 
	int n, 
	Span<TComplex> a, 
	int lda, 
	[OutAttribute] int% info
) abstract

abstract CholeskyDecompose : 
        storedTriangle : MatrixTriangle * 
        n : int * 
        a : Span<'TComplex> * 
        lda : int * 
        info : int byref -> unit 

Parameters

storedTriangle  MatrixTriangle

A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.

n  Int32

The number of rows and columns of the matrix.

a  Span<TComplex>

A complex array that contains the elements of the matrix.

lda  Int32

The leading dimension of the matrix a.

info  Int32

On return, indicates error conditions.

Reference