parallel_cholesky

scirs2_linalg::parallel::algorithms

Function parallel_cholesky 

Source 
pub fn parallel_cholesky<F>(
    matrix: &ArrayView2<'_, F>,
    config: &WorkerConfig,
) -> LinalgResult<Array2<F>>
where
    F: Float + Send + Sync + Zero + Sum + One + NumAssign + ScalarOperand + 'static,
Expand description

Parallel Cholesky decomposition

Implements parallel Cholesky decomposition using block-column approach for positive definite matrices.