Module 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