﻿ CholeskyDecomposition Methods

# CholeskyDecomposition Methods

The CholeskyDecomposition type exposes the following members.

Methods
NameDescription
Clone
Creates a new object that is a copy of the current instance.
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.
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.
GetType
Gets the Type of the current instance.
(Inherited from Object.)
Inverse
Solves a set of equation systems of type A * X = I.
InverseDiagonal(Boolean)
Computes the diagonal of the inverse of the decomposed matrix.
InverseDiagonal(Double, Boolean)
Computes the diagonal of the inverse of the decomposed matrix.
InverseTrace
Computes the trace of the inverse of the decomposed matrix.
Reverse
Reverses the decomposition, reconstructing the original matrix X.
Solve(Double)
Solves a set of equation systems of type A * X = B.
Solve(Double)
Solves a set of equation systems of type A * x = b.
Solve(Double, Boolean)
Solves a set of equation systems of type A * X = B.
Solve(Double, Boolean)
Solves a set of equation systems of type A * x = b.
ToString
Returns a string that represents the current object.
(Inherited from Object.)
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Extension Methods
NameDescription
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.)