Trait ndarray_linalg::cholesky::CholeskyInto
source · pub trait CholeskyInto {
type Output;
// Required method
fn cholesky_into(self, uplo: UPLO) -> Result<Self::Output>;
}
Expand description
Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix
Required Associated Types§
Required Methods§
sourcefn cholesky_into(self, uplo: UPLO) -> Result<Self::Output>
fn cholesky_into(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
.