extendr_api::prelude::modules::cholesky::bunch_kaufman

Module compute

Expand description

Computing the decomposition.

Structs§

  • BunchKaufmanInfo
    Info about the result of the Bunch-Kaufman factorization.
  • BunchKaufmanParams
    Tuning parameters for the decomposition.
  • BunchKaufmanRegularization
    Dynamic Bunch-Kaufman regularization. Values below epsilon in absolute value, or with the wrong sign are set to delta with their corrected sign.

Enums§

Functions§

  • cholesky_in_place
    Computes the Cholesky factorization with Bunch-Kaufman pivoting of the input matrix and stores the factorization in matrix and subdiag.
  • cholesky_in_place_req
    Computes the size and alignment of required workspace for performing a Cholesky decomposition with Bunch-Kaufman pivoting.