Struct nalgebra_lapack::Cholesky
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pub struct Cholesky<N: Scalar, D: Dim> where
DefaultAllocator: Allocator<N, D, D>, { /* fields omitted */ }
The cholesky decomposion of a symmetric-definite-positive matrix.
Methods
impl<N: CholeskyScalar + Zero, D: Dim> Cholesky<N, D> where
DefaultAllocator: Allocator<N, D, D>,
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DefaultAllocator: Allocator<N, D, D>,
pub fn new(m: MatrixN<N, D>) -> Option<Self>
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Complutes the cholesky decomposition of the given symmetric-definite-positive square matrix.
Only the lower-triangular part of the input matrix is considered.
pub fn unpack(self) -> MatrixN<N, D>
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Retrieves the lower-triangular factor of the cholesky decomposition.
pub fn unpack_dirty(self) -> MatrixN<N, D>
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Retrieves the lower-triangular factor of che 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 l(&self) -> MatrixN<N, D>
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Retrieves the lower-triangular factor of the cholesky decomposition.
pub fn l_dirty(&self) -> &MatrixN<N, D>
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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<R2: Dim, C2: Dim, S2>(
&self,
b: &Matrix<N, R2, C2, S2>
) -> Option<MatrixMN<N, R2, C2>> where
S2: Storage<N, R2, C2>,
DefaultAllocator: Allocator<N, R2, C2>,
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&self,
b: &Matrix<N, R2, C2, S2>
) -> Option<MatrixMN<N, R2, C2>> where
S2: Storage<N, R2, C2>,
DefaultAllocator: Allocator<N, R2, C2>,
Solves the symmetric-definite-positive linear system self * x = b
, where x
is the
unknown to be determined.
pub fn solve_mut<R2: Dim, C2: Dim>(&self, b: &mut MatrixMN<N, R2, C2>) -> bool where
DefaultAllocator: Allocator<N, R2, C2>,
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DefaultAllocator: Allocator<N, R2, C2>,
Solves in-place the symmetric-definite-positive linear system self * x = b
, where x
is
the unknown to be determined.
pub fn inverse(self) -> Option<MatrixN<N, D>>
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Computes the inverse of the decomposed matrix.
Trait Implementations
impl<N: Clone + Scalar, D: Clone + Dim> Clone for Cholesky<N, D> where
DefaultAllocator: Allocator<N, D, D>,
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DefaultAllocator: Allocator<N, D, D>,
fn clone(&self) -> Cholesky<N, D>
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Returns a copy of the value. Read more
fn clone_from(&mut self, source: &Self)
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Performs copy-assignment from source
. Read more
impl<N: Debug + Scalar, D: Debug + Dim> Debug for Cholesky<N, D> where
DefaultAllocator: Allocator<N, D, D>,
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DefaultAllocator: Allocator<N, D, D>,
fn fmt(&self, __arg_0: &mut Formatter) -> Result
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Formats the value using the given formatter. Read more
impl<N: Scalar, D: Dim> Copy for Cholesky<N, D> where
DefaultAllocator: Allocator<N, D, D>,
MatrixN<N, D>: Copy,
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DefaultAllocator: Allocator<N, D, D>,
MatrixN<N, D>: Copy,