/// <summary>
/// Creates a new Cholesky decomposition directly from
/// an already computed left triangular matrix <c>L</c>.
/// </summary>
/// <param name="leftTriangular">The left triangular matrix from a Cholesky decomposition.</param>
///
public static JaggedCholeskyDecompositionD FromLeftTriangularMatrix(Decimal[][] leftTriangular)
{
var chol = new JaggedCholeskyDecompositionD();
chol.n = leftTriangular.Length;
chol.L = leftTriangular;
chol.positiveDefinite = true;
chol.robust = false;
chol.D = Vector.Ones <Decimal>(chol.n);
return(chol);
}
/// <summary>
/// Creates a new object that is a copy of the current instance.
/// </summary>
/// <returns>
/// A new object that is a copy of this instance.
/// </returns>
///
public object Clone()
{
var clone = new JaggedCholeskyDecompositionD();
clone.L = L.MemberwiseClone();
clone.D = (Decimal[])D.Clone();
clone.destroyed = destroyed;
clone.dimension = dimension;
clone.undefined = undefined;
clone.robust = robust;
clone.positiveDefinite = positiveDefinite;
return(clone);
}
/// <summary>
/// Creates a new Cholesky decomposition directly from
/// an already computed left triangular matrix <c>L</c>.
/// </summary>
/// <param name="leftTriangular">The left triangular matrix from a Cholesky decomposition.</param>
///
public static JaggedCholeskyDecompositionD FromLeftTriangularMatrix(Decimal[][] leftTriangular)
{
var chol = new JaggedCholeskyDecompositionD();
chol.dimension = leftTriangular.Length;
chol.L = leftTriangular;
chol.positiveDefinite = true;
chol.robust = false;
chol.D = new Decimal[chol.dimension];
for (int i = 0; i < chol.D.Length; i++)
{
chol.D[i] = 1;
}
return(chol);
}