Cholesky Decomposition<T> Constructor
Constructs a new CholeskyDecomposition<T>
object.
Definition
Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
protected CholeskyDecomposition(
Matrix<T> matrix,
bool overwrite
)
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
Remarks
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.
Exceptions
Argument | matrix is null. |