Trait ndarray_linalg::cholesky::Cholesky
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pub trait Cholesky { type Output; fn cholesky(&self, _: UPLO) -> Result<Self::Output>; }
Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix reference
Associated Types
type Output
Required Methods
fn cholesky(&self, _: UPLO) -> Result<Self::Output>
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> Cholesky for ArrayBase<S, Ix2> where
A: Scalar,
S: Data<Elem = A>,
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A: Scalar,
S: Data<Elem = A>,