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CholeskyDecompositionSquareRootMatrix Method

Returns the Cholesky square root matrix.

Namespace:  Meta.Numerics.Matrices
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public SquareMatrix SquareRootMatrix()

Return Value

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