Replaces a nonnegative definite symmetric matrix with its Cholesky square root.
Syntax
object.InstantSqrt (n, x, rank, sqrdet)
The InstantSqrt property syntax has the following parts:
Part |
Description |
object |
An object of type AmosRanGen. |
n |
Input of type Integer. The number of rows in the matrix. |
x |
Input and output array of length N*(N+1)/2, of type Double. x contains the first element of the first row, the first two elements of the second row, and so on. The first element of x is passed by reference. |
rank |
Output of type Integer. The number of pivot elements greater than CholeskyEpsilon. |
sqrdet |
Output of type double. The square root of the determinant. |
Remarks
On output, x and sqrdet are meaningful only if rank = n.
See Also