CholeskyDecomposition Class Reference

Inheritance diagram for CholeskyDecomposition:

Collaboration diagram for CholeskyDecomposition:

Public Member Functions
Matrix	factorize (const Matrix &R) override
Public Member Functions inherited from IDecomposition
virtual	~IDecomposition ()=default

Detailed Description

Definition at line 84 of file correlated_rng.cpp.

Member Function Documentation

factorize()

Matrix CholeskyDecomposition::factorize ( const Matrix &  R )

inlineoverridevirtual

Implements IDecomposition.

Definition at line 86 of file correlated_rng.cpp.

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The documentation for this class was generated from the following file:

• /home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/core/src/Math/app/correlated_rng.cpp