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TMtx.Cholesky Method
TMtx Class | TMtx Members | MtxVec Namespace | public
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Test if the matrix is semi positive definite.

Pascal
function Cholesky: boolean; overload;
Description

Returns True, if the matrix semi positive definite and at the same time performs the Cholesky decomposition of the calling matrix. If the TriangleForm is set to tfLower then the upper part of the matrix is overwritten with transpose of L, where L is the result of factorization. If the TriangleForm is set to ftUpper then the lower triangle of the matrix is overwritten with the transpose of U, where U the result of factorization.

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