﻿PositiveDefiniteMatrix Class
 PositiveDefiniteMatrix Class
Microsoft Research
A subclass of Matrix with extra methods appropriate to positive-definite matrices.
Inheritance Hierarchy
SystemObject
MicrosoftResearch.Infer.MathsMatrix
MicrosoftResearch.Infer.MathsPositiveDefiniteMatrix

Namespace: MicrosoftResearch.Infer.Maths
Assembly: Infer.Runtime (in Infer.Runtime.dll) Version: 2.7.1803.2803 (2.7.1803.2803)
Syntax
```[SerializableAttribute]
[DataContractAttribute]
public class PositiveDefiniteMatrix : Matrix```

The PositiveDefiniteMatrix type exposes the following members.

Constructors
NameDescription
PositiveDefiniteMatrix(Double)
Constructs a matrix from data in a 2D array.
PositiveDefiniteMatrix(Matrix)
Constructs a positive-definite matrix type which references an existing matrix.
PositiveDefiniteMatrix(Int32, Int32)
Constructs a zero matrix of the given dimensions.
PositiveDefiniteMatrix(Int32, Int32, Double)
Constructs a matrix by referencing an array.
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Methods
NameDescription
CholeskyInPlace
Gets the Cholesky decomposition of the matrix (L*L' = A), replacing its contents.
Clone
Creates a full clone of this positive-definite matrix
(Overrides MatrixClone.)
Determinant
Returns the determinant of this positive-definite matrix.
Identity
Creates a positive-definite identity matrix of a given dimension
IdentityScaledBy
Creates a positive-definite identity matrix of a given dimension, scaled by a given value
Inverse
Returns the inverse of a positive-definite matrix.
LogDeterminant(Boolean)
Returns the natural logarithm of the determinant of this positive-definite matrix.
LogDeterminant(LowerTriangularMatrix, Boolean)
Returns the natural logarithm of the determinant of this positive-definite matrix where a lower triangular workspace is passed in.
SetToInverse(PositiveDefiniteMatrix)
Sets this positive-definite matrix to inverse of a given positive-definite matrix.
SetToInverse(PositiveDefiniteMatrix, LowerTriangularMatrix)
Sets this positive-definite matrix to inverse of a given positive-definite matrix where a lower triangular workspace is passed.
SetToSum
Sets this positive-definite matrix to the sum of two positive-definite matrices. Assumes compatible matrices
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Operators
NameDescription