Module linxal::factorization::cholesky [−] [src]

Compute the Cholesky-factorization of a rectangular matrix.

An (n x n) symmetric, positive definite matrix A is factored into the product L * L^H = A, for a lower-triangular matrix L.

Enums

Error for Cholesky-based computations.

Traits

Trait defined on scalars to support Cholesky-factorization.

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