[−]Trait argmin::prelude::modcholesky::ModCholeskySE99
Schnabel & Eskow algorithm (1999)
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 revised modified Cholesky factorization. SIAM J. Optim. Vol. 9, No. 4, pp. 1135-1148, 1999
Provided methods
fn mod_cholesky_se99(&self) -> Decomposition<L, E, P>
Computes the modified Cholesky decomposition with the SE99 algorithm
Implementations on Foreign Types
impl ModCholeskySE99<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_se99(
&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 SE99 algorithm