WebCab Portfolio for Delphi (.NET) v5.0

CholeskyDecomposition Members

CholeskyDecomposition overview

Public Instance Constructors

CholeskyDecomposition ConstructorCholesky algorithm for symmetric and positive definite matrix.

Public Instance Properties

LReturn triangular factor.
SPDIs the matrix symmetric and positive definite?

Public Instance Methods

Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
GetHashCode (inherited from Object)Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object)Gets the Type of the current instance.
solveSolve A*X = B
ToString (inherited from Object)Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object)Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)Creates a shallow copy of the current Object.

See Also

CholeskyDecomposition Class | WebCab.Libraries.Finance.Portfolio Namespace