Trait modcholesky::ModCholeskySE99

pub trait ModCholeskySE99<L, E, P> where
    Self: Sized, {
    fn mod_cholesky_se99(&self) -> Decomposition<L, E, P> { ... }
}

Schnabel & Eskow algorithm (1999)

References

• Semyon Aranovich Gershgorin. Über die Abgrenzung der Eigenwerte einer Matrix. Izv. Akad. Nauk. USSR Otd. Fiz.-Mat. Nauk, 6: 749–754, 1931.
• Robert B. Schnabel and Elizabeth Eskow. A revised modified Cholesky factorization. SIAM J. Optim. Vol. 9, No. 4, pp. 1135-1148, 1999

Provided methods

fn mod_cholesky_se99(&self) -> Decomposition<L, E, P>

Computes the modified Cholesky decomposition with the SE99 algorithm

Implementations on Foreign Types

impl ModCholeskySE99<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>> for Array2<f64>

fn mod_cholesky_se99(
    &self
) -> Decomposition<Array2<f64>, Array1<f64>, Array1<usize>>

Computes the modified Cholesky decomposition with the SE99 algorithm

Implementors