cholesky_ndarray

oxiblas_ndarray::lapack

Function cholesky_ndarray 

Source 
pub fn cholesky_ndarray<T>(a: &Array2<T>) -> LapackResult<CholeskyResult<T>>
where
    T: Field + Clone + Zeroable + Real,
Expand description

Computes the Cholesky decomposition of a positive definite matrix.

A = L * L^T

§Arguments

  • a - The input symmetric positive definite matrix (n×n)

§Returns

Cholesky decomposition with lower triangular factor L