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CholeskyDecompositionSolve Method (Double, Boolean)

Solves a set of equation systems of type A * X = B.

Namespace:  Accord.Math.Decompositions
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public double[,] Solve(
	double[,] value,
	bool inPlace
)
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Parameters

value
Type: SystemDouble
Right hand side matrix with as many rows as A and any number of columns.
inPlace
Type: SystemBoolean
True to compute the solving in place, false otherwise.

Return Value

Type: Double
Matrix X so that L * L' * X = B.
Exceptions
ExceptionCondition
ArgumentExceptionMatrix dimensions do not match.
NonSymmetricMatrixExceptionMatrix is not symmetric.
NonPositiveDefiniteMatrixExceptionMatrix is not positive-definite.
See Also