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CholeskyDecomposition Methods |
The CholeskyDecomposition type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Clone |
Creates a new object that is a copy of the current instance.
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| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | FromLeftTriangularMatrix |
Creates a new Cholesky decomposition directly from
an already computed left triangular matrix L.
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| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetInformationMatrix |
Computes (Xt * X)^1 (the inverse of the covariance matrix). This
matrix can be used to determine standard errors for the coefficients when
solving a linear set of equations through any of the Solve(Double)
methods.
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| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Inverse |
Solves a set of equation systems of type A * X = I.
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| InverseDiagonal(Boolean) |
Computes the diagonal of the inverse of the decomposed matrix.
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| InverseDiagonal(Double, Boolean) |
Computes the diagonal of the inverse of the decomposed matrix.
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| InverseTrace |
Computes the trace of the inverse of the decomposed matrix.
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| Reverse |
Reverses the decomposition, reconstructing the original matrix X.
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| Solve(Double) |
Solves a set of equation systems of type A * X = B.
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| Solve(Double) |
Solves a set of equation systems of type A * x = b.
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| Solve(Double, Boolean) |
Solves a set of equation systems of type A * X = B.
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| Solve(Double, Boolean) |
Solves a set of equation systems of type A * x = b.
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| ToString | Returns a string that represents the current object. (Inherited from Object.) |
Extension Methods| Name | Description | |
|---|---|---|
 | HasMethod |
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.) |
| IsEqual |
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.) |
| To(Type) | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |
| ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |
See Also