Struct CholeskyFactorizer 

pub struct CholeskyFactorizer<T> { /* private fields */ }

Cholesky factoriser

Implementations

impl<T: Float> CholeskyFactorizer<T>

pub fn new(n: usize) -> Self

Create a factorizer with storage preallocated for an n x n matrix.

pub fn factorize(&mut self, a: &[T]) -> Result<(), CholeskyError>

Compute the Cholesky factorization $A = L L^\intercal$ from a square matrix in row-major order.

The input matrix must have dimension equal to the one used in new(n).

pub fn dimension(&self) -> usize

dimension

pub fn cholesky_factor(&self) -> &[T]

Cholesky factor, L

pub fn solve(&self, b: &[T]) -> Result<Vec<T>, CholeskyError>

Solves the linear system $A x = b$ using the stored Cholesky factorization $A = L L^\intercal$.

This method assumes that Self::factorize has already been called successfully, so that the lower-triangular Cholesky factor L is available internally.

The solution is computed in two steps:

1. Forward substitution to solve $L y = b$
2. Back substitution to solve $L^\intercal x = y$

Arguments

• b - Right-hand-side vector of length n

Returns

Returns the solution vector x such that $A x = b$.

Errors

Returns an error in the following cases:

• CholeskyError::NotFactorized if no valid Cholesky factorization is currently stored in the factorizer
• CholeskyError::DimensionMismatch if b.len() != n, where n is the matrix dimension

Notes

• The matrix A itself is not accessed directly; only its Cholesky factor L is used.
• The Cholesky factor is stored internally in row-major order.
• This method allocates temporary vectors for the intermediate solution y and the final solution x.

Trait Implementations

impl<T: Clone> Clone for CholeskyFactorizer<T>

fn clone(&self) -> CholeskyFactorizer<T>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<T: Debug> Debug for CholeskyFactorizer<T>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.