JaggedCholeskyDecompositionSolve 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
)

Public Function Solve ( 
	value As Double()(),
	inPlace As Boolean
) As Double()()

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.

Type: Double
Matrix X so that L * L' * X = B.

Exceptions

Exception	Condition
ArgumentException	Matrix dimensions do not match.
NonSymmetricMatrixException	Matrix is not symmetric.
NonPositiveDefiniteMatrixException	Matrix is not positive-definite.