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Ask about data structures http://forum.alglib.net/viewtopic.php?f=2&t=3951 
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Author:  Alex69 [ Thu Mar 14, 2019 8:02 pm ] 
Post subject:  Ask about data structures 
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? 
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