GenericDecompositionOperations<T>.CholeskyInvert Method

Definition

Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics.Generic (in Extreme.Numerics.Generic.dll) Version: 8.1.4

Overload List

CholeskyInvert(MatrixTriangle, Int32, Array2D<T>, 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.

CholeskyInvert(MatrixTriangle, Int32, Array2D<Complex<T>>, Int32) Computes the inverse of a factored hermitian matrix.

CholeskyInvert(MatrixTriangle, Int32, Array2D<T>, 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.

C# 
public override void CholeskyInvert(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<T> 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<T>
            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
info is INTEGER
            = 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 DPOTRI.

CholeskyInvert(MatrixTriangle, Int32, Array2D<Complex<T>>, Int32)

Computes the inverse of a factored hermitian matrix.
C# 
public override void CholeskyInvert(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<Complex<T>> 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<Complex<T>>
A complex array that contains the elements of the matrix.
info  Int32
On return, indicates error conditions.

See Also