Trait modcholesky::ModCholeskyGMW81 [−][src]
pub trait ModCholeskyGMW81<L, E, P> where
Self: Sized, { fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P> { ... } }
Expand description
Gill, Murray and Wright (1981)
Algorithm 6.5 in “Numerical Optimization” by Nocedal and Wright
References
- Philip E. Gill, Walter Murray and Margaret H. Wright. Practical Optimization. Emerald Group Publishing Limited. ISBN 978-0122839528. 1982
- Jorge Nocedal and Stephen J. Wright. Numerical Optimization. Springer. ISBN 0-387-30303-0. 2006.
Provided methods
fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P>
fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P>
Computes the modified Cholesky decomposition with the GMW81 algorithm
Implementations on Foreign Types
Computes the modified Cholesky decomposition with the GMW81 algorithm. Based on algorithm 6.5 in “Numerical Optimization” by Nocedal and Wright.