Struct Cholesky 

pub struct Cholesky<T: Scalar, D: Dim>
where
    DefaultAllocator: Allocator<D, D>,
{ /* private fields */ }

The Cholesky decomposition of a symmetric positive-definite matrix.

Implementations

impl<T: CholeskyScalar + Zero, D: Dim> Cholesky<T, D>

where DefaultAllocator: Allocator<D, D>,

pub fn new(m: OMatrix<T, D, D>) -> Option<Self>

Computes the Cholesky decomposition of the given symmetric positive-definite square matrix.

Only the lower-triangular part of the input matrix is considered.

pub fn unpack(self) -> OMatrix<T, D, D>

Retrieves the lower-triangular factor of the Cholesky decomposition.

pub fn unpack_dirty(self) -> OMatrix<T, D, D>

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 l(&self) -> OMatrix<T, D, D>

Retrieves the lower-triangular factor of the Cholesky decomposition.

pub fn l_dirty(&self) -> &OMatrix<T, D, D>

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<R2: Dim, C2: Dim, S2>( &self, b: &Matrix<T, R2, C2, S2>, ) -> Option<OMatrix<T, R2, C2>>

where S2: Storage<T, R2, C2>, DefaultAllocator: Allocator<R2, C2>,

Solves the symmetric-definite-positive linear system self * x = b, where x is the unknown to be determined.

pub fn solve_mut<R2: Dim, C2: Dim>(&self, b: &mut OMatrix<T, R2, C2>) -> bool

where DefaultAllocator: Allocator<R2, C2>,

Solves in-place the symmetric-definite-positive linear system self * x = b, where x is the unknown to be determined.

pub fn inverse(self) -> Option<OMatrix<T, D, D>>

Computes the inverse of the decomposed matrix.

Trait Implementations

impl<T: Clone + Scalar, D: Clone + Dim> Clone for Cholesky<T, D>

where DefaultAllocator: Allocator<D, D>,

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

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<T: Debug + Scalar, D: Debug + Dim> Debug for Cholesky<T, D>

where DefaultAllocator: Allocator<D, D>,

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

Formats the value using the given formatter.

impl<T: Scalar + Copy, D: Dim> Copy for Cholesky<T, D>

where DefaultAllocator: Allocator<D, D>, OMatrix<T, D, D>: Copy,