MQL5 ReferansıMatris ve Vektör MetotlarıOpenBLASFactored CalculationsCholeskyInverse

CholeskyInverse

Computes the inverse of a real symmetric or complex Hermitian positive-definite matrix using the LLT factorization computed by FactorizationCholesky. LAPACK function POTRI.

Computing for type matrix<double>

bool  matrix::CholeskyInverse(
   matrix&         AI             // inverse of matrix A
   );

Computing for type matrix<float>

bool  matrixf::CholeskyInverse(
   matrixf&        AI             // inverse of matrix A
   );

Computing for type matrix<complex>

bool  matrixc::CholeskyInverse(
   matrixc&        AI             // inverse of matrix A
   );

Computing for type matrix<complexf>

bool  matrixcf::CholeskyInverse(
   matrixcf&       AI             // inverse of matrix A
   );

Parameters

ipiv

[in] Pivot indices array obtained as result of SYTRF or HETRF function.

[out] Inverted matrix.

Return Value

Return true if successful, otherwise false in case of an error.

Note

This method is applied to the matrix L obtained as result of FactorizationCholesky method.

CholeskyLinearEquationsSolution

CholeskyCondNumReciprocal