/// <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 JaggedCholeskyDecomposition FromLeftTriangularMatrix(double[][] leftTriangular)
{
var chol = new JaggedCholeskyDecomposition();
chol.n = leftTriangular.Length;
chol.L = leftTriangular;
chol.positiveDefinite = true;
chol.robust = false;
chol.Diagonal = Vector.Ones <double>(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 JaggedCholeskyDecomposition();
clone.L = L.MemberwiseClone();
clone.Diagonal = (double[])Diagonal.Clone();
clone.destroyed = destroyed;
clone.n = n;
clone.IsUndefined = IsUndefined;
clone.robust = robust;
clone.positiveDefinite = positiveDefinite;
return(clone);
}