The R matrix that results from the Cholesky factorization.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double[,] GetR()
Visual Basic (Declaration)
Public Function GetR As Double(,)
Visual C++
public:
array<double,2>^ GetR()

Return Value

A double matrix which contains the lower triangular R matrix that results from the Cholesky factorization, A = RR^T.

See Also