Struct na::linalg::Cholesky

pub struct Cholesky<N, D> where
    D: Dim,
    N: ComplexField,
    DefaultAllocator: Allocator<N, D, D>,  { /* fields omitted */ }

The Cholesky decomposition of a symmetric-definite-positive matrix.

Methods

impl<N, D> Cholesky<N, D> where
    D: DimSub<Dynamic>,
    N: ComplexField,
    DefaultAllocator: Allocator<N, D, D>, 

pub fn new(
    matrix: Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>
) -> Option<Cholesky<N, D>>

Attempts to compute the Cholesky decomposition of matrix.

Returns None if the input matrix is not definite-positive. The input matrix is assumed to be symmetric and only the lower-triangular part is read.

pub fn unpack(
    self
) -> Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>

Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly upper-triangular part filled with zeros.

pub fn unpack_dirty(
    self
) -> Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>

Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.

The values of the strict upper-triangular part are garbage and should be ignored by further computations.

pub fn l(
    &self
) -> Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>

Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly uppen-triangular part filled with zeros.

pub fn l_dirty(
    &self
) -> &Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>

Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.

This is an allocation-less version of self.l(). The values of the strict upper-triangular part are garbage and should be ignored by further computations.

pub fn solve_mut<R2, C2, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) where
    C2: Dim,
    R2: Dim,
    S2: StorageMut<N, R2, C2>,
    ShapeConstraint: SameNumberOfRows<R2, D>, 

Solves the system self * x = b where self is the decomposed matrix and x the unknown.

The result is stored on b.

pub fn solve<R2, C2, S2>(
    &self,
    b: &Matrix<N, R2, C2, S2>
) -> Matrix<N, R2, C2, <DefaultAllocator as Allocator<N, R2, C2>>::Buffer> where
    C2: Dim,
    R2: Dim,
    S2: StorageMut<N, R2, C2>,
    DefaultAllocator: Allocator<N, R2, C2>,
    ShapeConstraint: SameNumberOfRows<R2, D>, 

Returns the solution of the system self * x = b where self is the decomposed matrix and x the unknown.

pub fn inverse(
    &self
) -> Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>

Computes the inverse of the decomposed matrix.

Trait Implementations

impl<N, D> Copy for Cholesky<N, D> where
    D: Dim,
    N: ComplexField,
    DefaultAllocator: Allocator<N, D, D>,
    Matrix<N, D, D, <DefaultAllocator as Allocator<N, D, D>>::Buffer>: Copy, 

impl<N, D> Clone for Cholesky<N, D> where
    D: Dim + Clone,
    N: Clone + ComplexField,
    DefaultAllocator: Allocator<N, D, D>, 

fn clone(&self) -> Cholesky<N, D>

Returns a copy of the value.

default fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<N, D> Debug for Cholesky<N, D> where
    D: Dim + Debug,
    N: Debug + ComplexField,
    DefaultAllocator: Allocator<N, D, D>, 

fn fmt(&self, f: &mut Formatter) -> Result<(), Error>

Formats the value using the given formatter.