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CholeskyDecompositionSquareRootMatrix Method
Returns the Cholesky square root matrix.

Namespace:  Meta.Numerics.Matrices
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 3.1.0.0 (3.1.0.0)
Syntax
public SquareMatrix SquareRootMatrix()

Return Value

Type: SquareMatrix
A lower-left triangular matrix A, such that A AT = M.
See Also