Struct ndarray_linalg::cholesky::CholeskyFactorized [−][src]
Expand description
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
.
Implementations
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.
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
Computes the determinant of the Hermitian (or real symmetric) positive definite matrix. Read more
impl<A, S> DeterminantCInto for CholeskyFactorized<S> where
A: Scalar + Lapack,
S: Data<Elem = A>,
impl<A, S> DeterminantCInto for CholeskyFactorized<S> where
A: Scalar + Lapack,
S: Data<Elem = A>,
impl<A, S> InverseCInto for CholeskyFactorized<S> where
A: Scalar + Lapack,
S: DataMut<Elem = A>,
impl<A, S> InverseCInto for CholeskyFactorized<S> where
A: Scalar + Lapack,
S: 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. Read more
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. Read more