Struct nalgebra::linalg::Cholesky
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pub struct Cholesky<N: Real, D: Dim> where
DefaultAllocator: Allocator<N, D, D>, { /* fields omitted */ }
The Cholesky decomposion of a symmetric-definite-positive matrix.
Methods
impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D> where
DefaultAllocator: Allocator<N, D, D>,
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DefaultAllocator: Allocator<N, D, D>,
pub fn new(matrix: MatrixN<N, D>) -> Option<Self>
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Attempts to compute the Cholesky decomposition of matrix
.
Returns None
if the input matrix is not definite-positive. The intput matrix is assumed
to be symmetric and only the lower-triangular part is read.
pub fn unpack(self) -> MatrixN<N, D>
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Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly upper-triangular part filled with zeros.
pub fn unpack_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.
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 with its strictly uppen-triangular part filled with zeros.
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_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) where
S2: StorageMut<N, R2, C2>,
ShapeConstraint: SameNumberOfRows<R2, D>,
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S2: StorageMut<N, R2, C2>,
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: Dim, C2: Dim, S2>(
&self,
b: &Matrix<N, R2, C2, S2>
) -> MatrixMN<N, R2, C2> where
S2: StorageMut<N, R2, C2>,
DefaultAllocator: Allocator<N, R2, C2>,
ShapeConstraint: SameNumberOfRows<R2, D>,
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&self,
b: &Matrix<N, R2, C2, S2>
) -> MatrixMN<N, R2, C2> where
S2: StorageMut<N, R2, C2>,
DefaultAllocator: Allocator<N, 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) -> MatrixN<N, D>
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Computes the inverse of the decomposed matrix.
Trait Implementations
impl<N: Clone + Real, 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 + Real, 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: Real, 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,