Struct ndarray_linalg::cholesky::CholeskyFactorized
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pub struct CholeskyFactorized<S: Data> { pub factor: ArrayBase<S, Ix2>, pub uplo: UPLO, }
Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix
Fields
factor: ArrayBase<S, Ix2>
L
from the decomposition A = L * L^H
or U
from the decomposition
A = U^H * U
.
uplo: UPLO
If this is UPLO::Lower
, then self.factor
is L
. If this is
UPLO::Upper
, then self.factor
is U
.
Methods
impl<A, S> CholeskyFactorized<S> where
A: Scalar,
S: DataMut<Elem = A>,
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A: Scalar,
S: DataMut<Elem = A>,
fn into_lower(self) -> ArrayBase<S, Ix2>
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Returns L
from the Cholesky decomposition A = L * L^H
.
If self.uplo == UPLO::Lower
, then no computations need to be
performed; otherwise, the conjugate transpose of self.factor
is
calculated.
fn into_upper(self) -> ArrayBase<S, Ix2>
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Returns U
from the Cholesky decomposition A = U^H * U
.
If self.uplo == UPLO::Upper
, then no computations need to be
performed; otherwise, the conjugate transpose of self.factor
is
calculated.
Trait Implementations
impl<A, S> DeterminantC for CholeskyFactorized<S> where
A: Absolute,
S: Data<Elem = A>,
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A: Absolute,
S: Data<Elem = A>,
type Output = <A as AssociatedReal>::Real
fn detc(&self) -> Self::Output
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Computes the determinant of the Hermitian (or real symmetric) positive definite matrix. Read more
impl<A, S> DeterminantCInto for CholeskyFactorized<S> where
A: Absolute,
S: Data<Elem = A>,
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A: Absolute,
S: Data<Elem = A>,
type Output = <A as AssociatedReal>::Real
fn detc_into(self) -> Self::Output
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Computes the determinant of the Hermitian (or real symmetric) positive definite matrix. Read more
impl<A, S> InverseC for CholeskyFactorized<S> where
A: Scalar,
S: Data<Elem = A>,
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A: Scalar,
S: Data<Elem = A>,
type Output = Array2<A>
fn invc(&self) -> Result<Self::Output>
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Computes the inverse of the Hermitian (or real symmetric) positive definite matrix. Read more
impl<A, S> InverseCInto for CholeskyFactorized<S> where
A: Scalar,
S: DataMut<Elem = A>,
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A: Scalar,
S: DataMut<Elem = A>,
type Output = ArrayBase<S, Ix2>
fn invc_into(self) -> Result<Self::Output>
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Computes the inverse of the Hermitian (or real symmetric) positive definite matrix. Read more
impl<A, S> SolveC<A> for CholeskyFactorized<S> where
A: Scalar,
S: Data<Elem = A>,
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A: Scalar,
S: Data<Elem = A>,
fn solvec_inplace<'a, Sb>(
&self,
b: &'a mut ArrayBase<Sb, Ix1>
) -> Result<&'a mut ArrayBase<Sb, Ix1>> where
Sb: DataMut<Elem = A>,
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&self,
b: &'a mut ArrayBase<Sb, Ix1>
) -> Result<&'a mut ArrayBase<Sb, Ix1>> where
Sb: DataMut<Elem = A>,
Solves a system of linear equations A * x = b
with Hermitian (or real symmetric) positive definite matrix A
, where A
is self
, b
is the argument, and x
is the successful result. The value of x
is also assigned to the argument. Read more
fn solvec<S: Data<Elem = A>>(&self, b: &ArrayBase<S, Ix1>) -> Result<Array1<A>>
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Solves a system of linear equations A * x = b
with Hermitian (or real symmetric) positive definite matrix A
, where A
is self
, b
is the argument, and x
is the successful result. Read more
fn solvec_into<S: DataMut<Elem = A>>(
&self,
b: ArrayBase<S, Ix1>
) -> Result<ArrayBase<S, Ix1>>
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&self,
b: ArrayBase<S, Ix1>
) -> Result<ArrayBase<S, Ix1>>
Solves a system of linear equations A * x = b
with Hermitian (or real symmetric) positive definite matrix A
, where A
is self
, b
is the argument, and x
is the successful result. Read more