[−]Trait argmin::prelude::modcholesky::ModCholeskySE90
Schnabel & Eskow algorithm (1990)
References
- Semyon Aranovich Gershgorin. Über die Abgrenzung der Eigenwerte einer Matrix. Izv. Akad. Nauk. USSR Otd. Fiz.-Mat. Nauk, 6: 749–754, 1931.
- Robert B. Schnabel and Elizabeth Eskow. A new modified Cholesky factorization. SIAM J. Sci. Stat. Comput. Vol. 11, No. 6, pp. 1136-1158, November 1990
- Elizabeth Eskow and Robert B. Schnabel. Algorithm 695: Software for a new modified Cholesky factorization. ACM Trans. Math. Softw. Vol. 17, p. 306-312, 1991
Provided methods
fn mod_cholesky_se90(&self) -> Decomposition<L, E, P>
Computes the modified Cholesky decomposition with the SE90 algorithm
Implementations on Foreign Types
impl ModCholeskySE90<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>> for ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>
fn mod_cholesky_se90(
&self
) -> Decomposition<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>>
&self
) -> Decomposition<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>>
Computes the modified Cholesky decomposition with the SE90 algorithm