Function nalgebra::cholesky [−] [src]

pub fn cholesky<N, V, VS, M>(m: &M) -> Result<M, &'static str> where N: BaseFloat, V: Mul<M, Output=V>, VS: Indexable<usize, N> + Norm<N>, M: Indexable<(usize, usize), N> + SquareMat<N, V> + Add<M, Output=M> + Sub<M, Output=M> + ColSlice<VS> + ApproxEq<N> + Copy

Cholesky decomposition G of a square symmetric positive definite matrix A, such that A = G * GT

 Arguments

  • m - square symmetric positive definite matrix to decompose