LinAlgCholeskyT(T) Method

Cholesky decomposition A = LL'

Definition

Namespace: Metas.UncLib.Core
Assembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.8.9053.20192
C#
public static T[][] Cholesky<T>(
	T[][] a
)
where T : new(), Object, IRealNumber<T>

Parameters

a  T
Matrix A

Type Parameters

T
Real Type

Return Value

T
Matrix L

See Also