Module extendr_api::prelude::modules::cholesky::bunch_kaufman::compute

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

• PivotingStrategy
  Pivoting strategy for choosing the pivots.

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.