Click or drag to resize
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: 2.6.41128.1 (2.6.41128.1)
Syntax
[SerializableAttribute]
public class PositiveDefiniteMatrix : Matrix

The PositiveDefiniteMatrix type exposes the following members.

Constructors
Methods
  NameDescription
Public methodClone
Creates a full clone of this positive-definite matrix
(Overrides MatrixClone.)
Public methodDeterminant
Returns the determinant of this positive-definite matrix.
Public methodStatic memberIdentity
Creates a positive-definite identity matrix of a given dimension
Public methodStatic memberIdentityScaledBy
Creates a positive-definite identity matrix of a given dimension, scaled by a given value
Public methodInverse
Returns the inverse of a positive-definite matrix.
Public methodLogDeterminant(Boolean)
Returns the natural logarithm of the determinant of this positive-definite matrix.
Public methodLogDeterminant(LowerTriangularMatrix, Boolean)
Returns the natural logarithm of the determinant of this positive-definite matrix where a lower triangular workspace is passed in.
Public methodSetToInverse(PositiveDefiniteMatrix)
Sets this positive-definite matrix to inverse of a given positive-definite matrix.
Public methodSetToInverse(PositiveDefiniteMatrix, LowerTriangularMatrix)
Sets this positive-definite matrix to inverse of a given positive-definite matrix where a lower triangular workspace is passed.
Public methodSetToSum
Sets this positive-definite matrix to the sum of two positive-definite matrices. Assumes compatible matrices
Top
Operators
  NameDescription
Public operatorStatic memberAddition
Add two positive-definite matrices.
Public operatorStatic memberMultiply
Multiply matrix times scalar
Top
See Also