CholeskyDecomposition Constructor

public CholeskyDecomposition(
	double[,] value,
	bool robust = false,
	bool inPlace = false,
	MatrixType valueType = MatrixType.UpperTriangular
)

Public Sub New ( 
	value As Double(,),
	Optional robust As Boolean = false,
	Optional inPlace As Boolean = false,
	Optional valueType As MatrixType = MatrixType.UpperTriangular
)

Parameters

value

Type: SystemDouble
The symmetric matrix, given in upper triangular form, to be decomposed.

robust (Optional)

Type: SystemBoolean
True to perform a square-root free LDLt decomposition, false otherwise.

inPlace (Optional)

Type: SystemBoolean
True to perform the decomposition in place, storing the factorization in the lower triangular part of the given matrix.

valueType (Optional)

Type: Accord.MathMatrixType
How to interpret the matrix given to be decomposed. Using this parameter, a lower or upper-triangular matrix can be interpreted as a symmetric matrix by assuming both lower and upper parts contain the same elements. Use this parameter in conjunction with inPlace to save memory by storing the original matrix and its decomposition at the same memory location (lower part will contain the decomposition's L matrix, upper part will contains the original matrix).

Reference