Struct lnkit::prelude::linalg::Cholesky [−][src]
pub struct Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>, { /* fields omitted */ }
The Cholesky decomposition of a symmetric-definite-positive matrix.
Implementations
impl<T, D> Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]
impl<T, D> Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]pub fn new_unchecked(
matrix: Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
) -> Cholesky<T, D>
[src]
matrix: Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
) -> Cholesky<T, D>
Computes the Cholesky decomposition of matrix
without checking that the matrix is definite-positive.
If the input matrix is not definite-positive, the decomposition may contain trash values (Inf, NaN, etc.)
pub fn unpack(
self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
[src]
self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly upper-triangular part filled with zeros.
pub fn unpack_dirty(
self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
[src]
self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.
The values of the strict upper-triangular part are garbage and should be ignored by further computations.
pub fn l(
&self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
[src]
&self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly uppen-triangular part filled with zeros.
pub fn l_dirty(
&self
) -> &Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
[src]
&self
) -> &Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
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_mut<R2, C2, S2>(&self, b: &mut Matrix<T, R2, C2, S2>) where
R2: Dim,
S2: StorageMut<T, R2, C2>,
C2: Dim,
ShapeConstraint: SameNumberOfRows<R2, D>,
[src]
R2: Dim,
S2: StorageMut<T, R2, C2>,
C2: Dim,
ShapeConstraint: SameNumberOfRows<R2, D>,
Solves the system self * x = b
where self
is the decomposed matrix and x
the unknown.
The result is stored on b
.
pub fn solve<R2, C2, S2>(
&self,
b: &Matrix<T, R2, C2, S2>
) -> Matrix<T, R2, C2, <DefaultAllocator as Allocator<T, R2, C2>>::Buffer> where
R2: Dim,
S2: Storage<T, R2, C2>,
C2: Dim,
DefaultAllocator: Allocator<T, R2, C2>,
ShapeConstraint: SameNumberOfRows<R2, D>,
[src]
&self,
b: &Matrix<T, R2, C2, S2>
) -> Matrix<T, R2, C2, <DefaultAllocator as Allocator<T, R2, C2>>::Buffer> where
R2: Dim,
S2: Storage<T, R2, C2>,
C2: Dim,
DefaultAllocator: Allocator<T, R2, C2>,
ShapeConstraint: SameNumberOfRows<R2, D>,
Returns the solution of the system self * x = b
where self
is the decomposed matrix and
x
the unknown.
pub fn inverse(
&self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
[src]
&self
) -> Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
Computes the inverse of the decomposed matrix.
pub fn determinant(&self) -> <T as SimdComplexField>::SimdRealField
[src]
Computes the determinant of the decomposed matrix.
impl<T, D> Cholesky<T, D> where
T: ComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]
impl<T, D> Cholesky<T, D> where
T: ComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]pub fn new(
matrix: Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
) -> Option<Cholesky<T, D>>
[src]
matrix: Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>
) -> Option<Cholesky<T, D>>
Attempts to compute the Cholesky decomposition of matrix
.
Returns None
if the input matrix is not definite-positive. The input matrix is assumed
to be symmetric and only the lower-triangular part is read.
pub fn rank_one_update<R2, S2>(
&mut self,
x: &Matrix<T, R2, Const<1_usize>, S2>,
sigma: <T as ComplexField>::RealField
) where
R2: Dim,
S2: Storage<T, R2, Const<1_usize>>,
DefaultAllocator: Allocator<T, R2, Const<1_usize>>,
ShapeConstraint: SameNumberOfRows<R2, D>,
[src]
&mut self,
x: &Matrix<T, R2, Const<1_usize>, S2>,
sigma: <T as ComplexField>::RealField
) where
R2: Dim,
S2: Storage<T, R2, Const<1_usize>>,
DefaultAllocator: Allocator<T, R2, Const<1_usize>>,
ShapeConstraint: SameNumberOfRows<R2, D>,
Given the Cholesky decomposition of a matrix M
, a scalar sigma
and a vector v
,
performs a rank one update such that we end up with the decomposition of M + sigma * (v * v.adjoint())
.
pub fn insert_column<R2, S2>(
&self,
j: usize,
col: Matrix<T, R2, Const<1_usize>, S2>
) -> Cholesky<T, <D as DimAdd<Const<1_usize>>>::Output> where
D: DimAdd<Const<1_usize>>,
R2: Dim,
S2: Storage<T, R2, Const<1_usize>>,
DefaultAllocator: Allocator<T, <D as DimAdd<Const<1_usize>>>::Output, <D as DimAdd<Const<1_usize>>>::Output>,
DefaultAllocator: Allocator<T, R2, Const<1_usize>>,
ShapeConstraint: SameNumberOfRows<R2, <D as DimAdd<Const<1_usize>>>::Output>,
[src]
&self,
j: usize,
col: Matrix<T, R2, Const<1_usize>, S2>
) -> Cholesky<T, <D as DimAdd<Const<1_usize>>>::Output> where
D: DimAdd<Const<1_usize>>,
R2: Dim,
S2: Storage<T, R2, Const<1_usize>>,
DefaultAllocator: Allocator<T, <D as DimAdd<Const<1_usize>>>::Output, <D as DimAdd<Const<1_usize>>>::Output>,
DefaultAllocator: Allocator<T, R2, Const<1_usize>>,
ShapeConstraint: SameNumberOfRows<R2, <D as DimAdd<Const<1_usize>>>::Output>,
Updates the decomposition such that we get the decomposition of a matrix with the given column col
in the j
th position.
Since the matrix is square, an identical row will be added in the j
th row.
pub fn remove_column(
&self,
j: usize
) -> Cholesky<T, <D as DimSub<Const<1_usize>>>::Output> where
D: DimSub<Const<1_usize>>,
DefaultAllocator: Allocator<T, <D as DimSub<Const<1_usize>>>::Output, <D as DimSub<Const<1_usize>>>::Output>,
DefaultAllocator: Allocator<T, D, Const<1_usize>>,
[src]
&self,
j: usize
) -> Cholesky<T, <D as DimSub<Const<1_usize>>>::Output> where
D: DimSub<Const<1_usize>>,
DefaultAllocator: Allocator<T, <D as DimSub<Const<1_usize>>>::Output, <D as DimSub<Const<1_usize>>>::Output>,
DefaultAllocator: Allocator<T, D, Const<1_usize>>,
Updates the decomposition such that we get the decomposition of the factored matrix with its j
th column removed.
Since the matrix is square, the j
th row will also be removed.
Trait Implementations
impl<T, D> Clone for Cholesky<T, D> where
T: Clone + SimdComplexField,
D: Clone + Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]
impl<T, D> Clone for Cholesky<T, D> where
T: Clone + SimdComplexField,
D: Clone + Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]impl<T, D> Copy for Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>: Copy,
[src]
impl<T, D> Copy for Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>: Copy,
[src]impl<T, D> Debug for Cholesky<T, D> where
T: Debug + SimdComplexField,
D: Debug + Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]
impl<T, D> Debug for Cholesky<T, D> where
T: Debug + SimdComplexField,
D: Debug + Dim,
DefaultAllocator: Allocator<T, D, D>,
[src]impl<'de, T, D> Deserialize<'de> for Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
DefaultAllocator: Allocator<T, D, Const<1_usize>>,
Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>: Deserialize<'de>,
[src]
impl<'de, T, D> Deserialize<'de> for Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
DefaultAllocator: Allocator<T, D, Const<1_usize>>,
Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>: Deserialize<'de>,
[src]pub fn deserialize<__D>(
__deserializer: __D
) -> Result<Cholesky<T, D>, <__D as Deserializer<'de>>::Error> where
__D: Deserializer<'de>,
[src]
__deserializer: __D
) -> Result<Cholesky<T, D>, <__D as Deserializer<'de>>::Error> where
__D: Deserializer<'de>,
impl<T, D> Serialize for Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
DefaultAllocator: Allocator<T, D, Const<1_usize>>,
Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>: Serialize,
[src]
impl<T, D> Serialize for Cholesky<T, D> where
T: SimdComplexField,
D: Dim,
DefaultAllocator: Allocator<T, D, D>,
DefaultAllocator: Allocator<T, D, Const<1_usize>>,
Matrix<T, D, D, <DefaultAllocator as Allocator<T, D, D>>::Buffer>: Serialize,
[src]pub fn serialize<__S>(
&self,
__serializer: __S
) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error> where
__S: Serializer,
[src]
&self,
__serializer: __S
) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error> where
__S: Serializer,
Auto Trait Implementations
impl<T, D> !RefUnwindSafe for Cholesky<T, D>
impl<T, D> !RefUnwindSafe for Cholesky<T, D>
impl<T, D> !UnwindSafe for Cholesky<T, D>
impl<T, D> !UnwindSafe for Cholesky<T, D>
Blanket Implementations
impl<T, U> Cast<U> for T where
U: FromCast<T>,
impl<T, U> Cast<U> for T where
U: FromCast<T>,
pub fn cast(self) -> U
impl<T> Downcast for T where
T: Any,
impl<T> Downcast for T where
T: Any,
impl<T> FromBits<T> for T
impl<T> FromBits<T> for T
pub fn from_bits(t: T) -> T
impl<T> FromCast<T> for T
impl<T> FromCast<T> for T
pub fn from_cast(t: T) -> T
impl<T, U> IntoBits<U> for T where
U: FromBits<T>,
impl<T, U> IntoBits<U> for T where
U: FromBits<T>,
pub fn into_bits(self) -> U
impl<T> Same<T> for T
impl<T> Same<T> for T
type Output = T
Should always be Self
impl<SS, SP> SupersetOf<SS> for SP where
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SP where
SS: SubsetOf<SP>,
pub fn to_subset(&self) -> Option<SS>
pub fn is_in_subset(&self) -> bool
pub fn to_subset_unchecked(&self) -> SS
pub fn from_subset(element: &SS) -> SP
impl<V, T> VZip<V> for T where
V: MultiLane<T>,
impl<V, T> VZip<V> for T where
V: MultiLane<T>,