Trait ndarray_linalg::cholesky::CholeskyInto
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pub trait CholeskyInto: Sized { fn cholesky_into(self, _: UPLO) -> Result<Self>; }
Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix
Required Methods
fn cholesky_into(self, _: UPLO) -> Result<Self>
Computes the Cholesky decomposition of the Hermitian (or real symmetric) positive definite matrix.
If the argument is UPLO::Upper
, then computes the decomposition A = U^H * U
using the upper triangular portion of A
and returns U
.
Otherwise, if the argument is UPLO::Lower
, computes the decomposition
A = L * L^H
using the lower triangular portion of A
and returns
L
.
Implementations on Foreign Types
impl<A, S> CholeskyInto for ArrayBase<S, Ix2> where
A: Scalar,
S: DataMut<Elem = A>,
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A: Scalar,
S: DataMut<Elem = A>,