Function extendr_api::prelude::modules::cholesky::bunch_kaufman::compute::cholesky_in_place
pub fn cholesky_in_place<'out, I, E>(
matrix: MatMut<'_, E>,
subdiag: ColMut<'_, E>,
regularization: BunchKaufmanRegularization<'_, E>,
perm: &'out mut [I],
perm_inv: &'out mut [I],
parallelism: Parallelism<'_>,
stack: PodStack<'_>,
params: BunchKaufmanParams,
) -> (BunchKaufmanInfo, PermRef<'out, I>)where
I: Index,
E: ComplexField,
Expand description
Computes the Cholesky factorization with Bunch-Kaufman pivoting of the input matrix and
stores the factorization in matrix
and subdiag
.
The diagonal of the block diagonal matrix is stored on the diagonal
of matrix
, while the subdiagonal elements of the blocks are stored in subdiag
.
ยงPanics
Panics if the input matrix is not square.
This can also panic if the provided memory in stack
is insufficient (see
cholesky_in_place_req
).