Trait linfa_linalg::cholesky::Cholesky
source · [−]pub trait Cholesky {
type Output;
fn cholesky_dirty(&self) -> Result<Self::Output>;
fn cholesky(&self) -> Result<Self::Output>;
}
Expand description
Cholesky decomposition of a symmetric positive definite matrix, without modifying the original
Required Associated Types
Required Methods
fn cholesky_dirty(&self) -> Result<Self::Output>
fn cholesky_dirty(&self) -> Result<Self::Output>
Computes decomposition A = L * L.t
where L is a lower-triangular matrix without modifying
or consuming the original.
The upper triangle portion is not zeroed out.