Trait ndarray_linalg::cholesky::Cholesky

pub trait Cholesky {
    type Output;

    // Required method
    fn cholesky(&self, uplo: UPLO) -> Result<Self::Output>;
}

Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix reference

Required Associated Types

type Output

Required Methods

fn cholesky(&self, uplo: UPLO) -> Result<Self::Output>

Computes the Cholesky decomposition of the Hermitian (or real symmetric) positive definite matrix.

If the argument is UPLO::Upper, then computes the decomposition A = U^H * U using the upper triangular portion of A and returns U. Otherwise, if the argument is UPLO::Lower, computes the decomposition A = L * L^H using the lower triangular portion of A and returns L.

Implementations on Foreign Types

impl<A, S> Cholesky for ArrayBase<S, Ix2>

where A: Scalar + Lapack, S: Data<Elem = A>,

type Output = ArrayBase<OwnedRepr<A>, Dim<[usize; 2]>>

fn cholesky(&self, uplo: UPLO) -> Result<Array2<A>>

Implementors