Module compute::linalg::cholesky [−][src]
Expand description
Implements Cholesky decomposition.
Functions
Computes the Cholesky decomposition of the matrix a using the Cholesky-Banachiewicz
algorithm.
Solves the system Lx=b, where L is a lower triangular matrix (e.g., a Cholesky decomposed matrix), and b is a one dimensional vector.