Create the Cholesky factorization of a symmetric positive definite matrix of type double.

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

Syntax

C#
public Cholesky(
	double[,] a
)
Visual Basic (Declaration)
Public Sub New ( _
	a As Double(,) _
)
Visual C++
public:
Cholesky(
	array<double,2>^ a
)

Parameters

a
Type: array< System..::.Double ,2>[,](,)[,]
A double square matrix to be factored.

Exceptions

ExceptionCondition
Imsl.Math..::.SingularMatrixException is thrown when the input matrix a is singular
Imsl.Math..::.NotSPDException is thrown when the input matrix is not symmetric, positive definite.

See Also