Class CholeskyDecomposition

constructor

• new CholeskyDecomposition(value): CholeskyDecomposition

• Parameters

  • value: MaybeMatrix

    The matrix to decompose

  Returns CholeskyDecomposition

Readonly lowerTriangularMatrix

isPositiveDefinite

• isPositiveDefinite(): boolean

• Returns boolean

solve

• solve(value): Matrix

• Parameters

  • value: Matrix

  Returns Matrix