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

The Bunch Kaufman decomposition of a Hermitian matrix $A$ is such that: $$P A P^\top = LBL^H,$$ where $P$ is a permutation matrix, $B$ is a block diagonal matrix, with $1\times 1$ or $2 \times 2 $ diagonal blocks, and $L$ is a unit lower triangular matrix.

Modules

• compute
  Computing the decomposition.
• solve
  Solving a linear system using the decomposition.