cholesky

Function cholesky 

Source
pub fn cholesky<T>(input: &Array<T>, is_upper: bool) -> (Array<T>, i32)
Expand description

Perform Cholesky decomposition

§Parameters

  • input is the input matrix
  • is_upper is a boolean to indicate if the output has to be upper or lower triangular matrix

§Return Values

A tuple of an Array and signed 32-bit integer.

The Array contains the triangular matrix (multiply it with conjugate transpose to reproduce the input).

If the integer is 0, it means the cholesky decomposition passed. Otherwise, it will contain the rank at which the decomposition failed.