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JaggedCholeskyDecompositionDFromLeftTriangularMatrix Method

Creates a new Cholesky decomposition directly from an already computed left triangular matrix L.

Namespace:  Accord.Math.Decompositions
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public static JaggedCholeskyDecompositionD FromLeftTriangularMatrix(
	decimal[][] leftTriangular
)
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Parameters

leftTriangular
Type: SystemDecimal
The left triangular matrix from a Cholesky decomposition.

Return Value

Type: JaggedCholeskyDecompositionD
See Also