Module cholesky

Source
Expand description

Factorize positive-definite symmetric/Hermitian matrices using Cholesky algorithm

Traitsยง

CholeskyImpl
Compute Cholesky decomposition according to UPLO
InvCholeskyImpl
Compute inverse matrix using Cholesky factroization result
SolveCholeskyImpl
Solve linear equation using Cholesky factroization result