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JaggedCholeskyDecomposition Methods

The JaggedCholeskyDecomposition type exposes the following members.

Methods
  NameDescription
Public methodClone
Creates a new object that is a copy of the current instance.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodStatic memberFromLeftTriangularMatrix
Creates a new Cholesky decomposition directly from an already computed left triangular matrix L.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetInformationMatrix
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.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInverse
Solves a set of equation systems of type A * X = I.
Public methodInverseDiagonal(Boolean)
Computes the diagonal of the inverse of the decomposed matrix.
Public methodInverseDiagonal(Double, Boolean)
Computes the diagonal of the inverse of the decomposed matrix.
Public methodInverseTrace
Computes the trace of the inverse of the decomposed matrix.
Public methodReverse
Reverses the decomposition, reconstructing the original matrix X.
Public methodSolve(Double)
Solves a set of equation systems of type A * x = b.
Public methodSolve(Double)
Solves a set of equation systems of type A * X = B.
Public methodSolve(Double, Boolean)
Solves a set of equation systems of type A * x = b.
Public methodSolve(Double, Boolean)
Solves a set of equation systems of type A * X = B.
Public methodSolveForDiagonal
Solves a set of equation systems of type A * X = B where B is a diagonal matrix.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodIsEqual
Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.
(Defined by Matrix.)
Public Extension MethodTo(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.)
Public Extension MethodToTOverloaded.
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.)
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See Also