Module linxal::factorization::cholesky
[−]
[src]
Compute the Cholesky-factorization of a rectangular matrix.
An (n x n) symmetric, positive definite matrix A
is factored
into the product L
* L^H
= A
, for a lower-triangular matrix
L
.
Enums
CholeskyError |
Error for Cholesky-based computations. |
Traits
Cholesky |
Trait defined on scalars to support Cholesky-factorization. |