Trait argmin::prelude::modcholesky::ModCholeskyGMW81

pub trait ModCholeskyGMW81<L, E, P> {
    fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P> { ... }
}

Gill, Murray and Wright (1981)

Algorithm 6.5 in "Numerical Optimization" by Nocedal and Wright

References

• Philip E. Gill, Walter Murray and Margaret H. Wright. Practical Optimization. Emerald Group Publishing Limited. ISBN 978-0122839528. 1982
• Jorge Nocedal and Stephen J. Wright. Numerical Optimization. Springer. ISBN 0-387-30303-0. 2006.

Provided methods

fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P>

Computes the modified Cholesky decomposition with the GMW81 algorithm

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Implementations on Foreign Types

impl ModCholeskyGMW81<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_gmw81(
    &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 GMW81 algorithm. Based on algorithm 6.5 in "Numerical Optimization" by Nocedal and Wright.

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Implementors

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