Trait modcholesky::ModCholeskySE90

pub trait ModCholeskySE90<L, E, P> where
    Self: Sized, {
    fn mod_cholesky_se90(&self) -> Decomposition<L, E, P> { ... }
}

Schnabel & Eskow algorithm (1990)

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 new modified Cholesky factorization. SIAM J. Sci. Stat. Comput. Vol. 11, No. 6, pp. 1136-1158, November 1990
• Elizabeth Eskow and Robert B. Schnabel. Algorithm 695: Software for a new modified Cholesky factorization. ACM Trans. Math. Softw. Vol. 17, p. 306-312, 1991

Provided methods

fn mod_cholesky_se90(&self) -> Decomposition<L, E, P>

Computes the modified Cholesky decomposition with the SE90 algorithm

Implementations on Foreign Types

impl ModCholeskySE90<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>> for Array2<f64>

fn mod_cholesky_se90(
    &self
) -> Decomposition<Array2<f64>, Array1<f64>, Array1<usize>>

Computes the modified Cholesky decomposition with the SE90 algorithm

Implementors