Trait ndarray_linalg::cholesky::Cholesky
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Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix reference
Required Associated Types
Required Methods
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
.