# forum.alglib.net

ALGLIB forum
 It is currently Wed Oct 16, 2019 10:27 am

 All times are UTC

### Forum rules

1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.

 Page 1 of 1 [ 1 post ]
 Print view Previous topic | Next topic
Author Message
 Post subject: Ask about data structuresPosted: Thu Mar 14, 2019 8:02 pm

Joined: Thu Mar 14, 2019 7:43 pm
Posts: 1
Sorry fo my English

I need

I need to get a product of the form L 'M L, where M is the matrix, L L' is the decomposition of Cholesky of another symmetric matrix W.

It is recommended to use spdmatrixcholesky to obtain Cholesky decomposition. The input is real_2d_array W.
As I understood, it is necessary to specify isUpper = false.

spdmatrixcholesky(W,nVars,false);

In this case, the input matrix W will be converted (in place) to W', the lower part of which will contain a triangular matrix of decomposition of Cholesky L from W, the upper part of W does not change.

According to the documentation, I assume that I can immediately use such a "mixed matrix" (bottom - result, top - the rest of the original data) in operations with matrices. For example, to multiply M left by L', I have to make a call

rmatrixlefttrsm(nVars,nVars,W',0,0,false,true,1,M,0,0);

expecting the matrix W' (contains at the bottom of L from W) to be transposed, the resulting l' will be multiplied by M and the result will be stored in M.

In this case, the upper part of the matrix W' (after transposition - the lower) does not participate in the process and its contents do not affect the result. I don't have to clean it, etc.

Do I understand the documentation correctly?

Top

 Display posts from previous: All posts1 day7 days2 weeks1 month3 months6 months1 year Sort by AuthorPost timeSubject AscendingDescending
 Page 1 of 1 [ 1 post ]

 All times are UTC

#### Who is online

Users browsing this forum: No registered users and 1 guest

 You cannot post new topics in this forumYou cannot reply to topics in this forumYou cannot edit your posts in this forumYou cannot delete your posts in this forumYou cannot post attachments in this forum

Search for:
 Jump to:  Select a forum ------------------ ALGLIB forum    ALGLIB-discuss
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group