Decomposition Operations<TReal, TComplex>.Cholesky Invert Method
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
Overload List
Cholesky | Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
Cholesky | Computes the inverse of a factored hermitian matrix. |
Cholesky | Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
Cholesky | Computes the inverse of a factored hermitian matrix. |
Cholesky | Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
Cholesky | Computes the inverse of a factored hermitian matrix. |
CholeskyInvert(MatrixTriangle, Int32, Array2D<TReal>, Int32)
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public void CholeskyInvert(
MatrixTriangle storedTriangle,
int n,
Array2D<TReal> a,
out int info
)
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 triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.
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 (i,i) element of the factor U or L is zero, and the inverse could not be computed.
Remarks
This method corresponds to the LAPACK routine ?POTRI.
CholeskyInvert(MatrixTriangle, Int32, Array2D<TComplex>, Int32)
public void CholeskyInvert(
MatrixTriangle storedTriangle,
int n,
Array2D<TComplex> a,
out int info
)
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.
CholeskyInvert(MatrixTriangle, Int32, Span2D<TReal>, Int32)
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public void CholeskyInvert(
MatrixTriangle storedTriangle,
int n,
Span2D<TReal> a,
out int info
)
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 triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.
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 (i,i) element of the factor U or L is zero, and the inverse could not be computed.
Remarks
This method corresponds to the LAPACK routine ?POTRI.
CholeskyInvert(MatrixTriangle, Int32, Span2D<TComplex>, Int32)
public void CholeskyInvert(
MatrixTriangle storedTriangle,
int n,
Span2D<TComplex> a,
out int info
)
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.
CholeskyInvert(MatrixTriangle, Int32, Span<TReal>, Int32, Int32)
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public abstract void CholeskyInvert(
MatrixTriangle storedTriangle,
int n,
Span<TReal> a,
int lda,
out int info
)
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 triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.
- 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 (i,i) element of the factor U or L is zero, and the inverse could not be computed.
Remarks
This method corresponds to the LAPACK routine ?POTRI.
CholeskyInvert(MatrixTriangle, Int32, Span<TComplex>, Int32, Int32)
public abstract void CholeskyInvert(
MatrixTriangle storedTriangle,
int n,
Span<TComplex> a,
int lda,
out int info
)
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.