Struct ndarray_linalg::cholesky::CholeskyFactorized

pub struct CholeskyFactorized<S: Data> {
    pub factor: ArrayBase<S, Ix2>,
    pub uplo: UPLO,
}

Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix

Fields

factor: ArrayBase<S, Ix2>

L from the decomposition A = L * L^H or U from the decomposition A = U^H * U.

uplo: UPLO

If this is UPLO::Lower, then self.factor is L. If this is UPLO::Upper, then self.factor is U.

Methods

impl<A, S> CholeskyFactorized<S> where
    A: Scalar + Lapack,
    S: DataMut<Elem = A>, 

pub fn into_lower(self) -> ArrayBase<S, Ix2>

Returns L from the Cholesky decomposition A = L * L^H.

If self.uplo == UPLO::Lower, then no computations need to be performed; otherwise, the conjugate transpose of self.factor is calculated.

pub fn into_upper(self) -> ArrayBase<S, Ix2>

Returns U from the Cholesky decomposition A = U^H * U.

If self.uplo == UPLO::Upper, then no computations need to be performed; otherwise, the conjugate transpose of self.factor is calculated.

Trait Implementations

impl<A, S> SolveC<A> for CholeskyFactorized<S> where
    A: Scalar + Lapack,
    S: Data<Elem = A>, 

fn solvec_inplace<'a, Sb>(
    &self,
    b: &'a mut ArrayBase<Sb, Ix1>
) -> Result<&'a mut ArrayBase<Sb, Ix1>> where
    Sb: DataMut<Elem = A>, 

Solves a system of linear equations A * x = b with Hermitian (or real symmetric) positive definite matrix A, where A is self, b is the argument, and x is the successful result. The value of x is also assigned to the argument.

fn solvec<S: Data<Elem = A>>(&self, b: &ArrayBase<S, Ix1>) -> Result<Array1<A>>

Solves a system of linear equations A * x = b with Hermitian (or real symmetric) positive definite matrix A, where A is self, b is the argument, and x is the successful result.

fn solvec_into<S: DataMut<Elem = A>>(
    &self,
    b: ArrayBase<S, Ix1>
) -> Result<ArrayBase<S, Ix1>>

Solves a system of linear equations A * x = b with Hermitian (or real symmetric) positive definite matrix A, where A is self, b is the argument, and x is the successful result.

impl<A, S> InverseC for CholeskyFactorized<S> where
    A: Scalar + Lapack,
    S: Data<Elem = A>, 

type Output = Array2<A>

fn invc(&self) -> Result<Self::Output>

Computes the inverse of the Hermitian (or real symmetric) positive definite matrix.

impl<A, S> InverseCInto for CholeskyFactorized<S> where
    A: Scalar + Lapack,
    S: DataMut<Elem = A>, 

type Output = ArrayBase<S, Ix2>

fn invc_into(self) -> Result<Self::Output>

Computes the inverse of the Hermitian (or real symmetric) positive definite matrix.

impl<A, S> DeterminantC for CholeskyFactorized<S> where
    A: Scalar + Lapack,
    S: Data<Elem = A>, 

type Output = <A as Scalar>::Real

fn detc(&self) -> Self::Output

Computes the determinant of the Hermitian (or real symmetric) positive definite matrix.

fn ln_detc(&self) -> Self::Output

Computes the natural log of the determinant of the Hermitian (or real symmetric) positive definite matrix.

impl<A, S> DeterminantCInto for CholeskyFactorized<S> where
    A: Scalar + Lapack,
    S: Data<Elem = A>, 

type Output = <A as Scalar>::Real

fn detc_into(self) -> Self::Output

Computes the determinant of the Hermitian (or real symmetric) positive definite matrix.

fn ln_detc_into(self) -> Self::Output

Computes the natural log of the determinant of the Hermitian (or real symmetric) positive definite matrix.