Module linfa_linalg::cholesky

Cholesky decomposition on symmetric positive definite matrices.

This module also exports related functionality on symmetric positive definite matrices, such as solving systems and inversion.

Traits

• Cholesky
  Cholesky decomposition of a symmetric positive definite matrix, without modifying the original
• CholeskyInplace
  Cholesky decomposition of a symmetric positive definite matrix
• InverseC
  Inverse of a symmetric positive definite matrix
• InverseCInplace
  Inverse of a symmetric positive definite matrix
• SolveC
  Solves a symmetric positive definite system
• SolveCInplace
  Solves a symmetric positive definite system