Package | Description |
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dev.nm.algebra.linear.matrix.doubles.factorization.triangle.cholesky |
Modifier and Type | Class and Description |
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class |
Chol
Cholesky decomposition decomposes a real, symmetric (hence square), and
positive definite matrix A into A = L * Lt, where
L is a lower triangular matrix.
|
class |
CholeskyBanachiewicz
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix
A into A = L * Lt, where L is a lower triangular matrix.
|
class |
CholeskyBanachiewiczParallelized
This is a parallelized version of
CholeskyBanachiewicz . |
class |
CholeskySparse
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix
A into A = L * Lt, where L is a lower triangular matrix.
|
class |
CholeskyWang2006
Cholesky decomposition works only for a positive definite matrix.
|
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