Function extendr_api::prelude::modules::cholesky::compute_cholesky_permutation

pub fn compute_cholesky_permutation<'a, E, I>(
    perm_indices: &'a mut [I],
    perm_inv_indices: &'a mut [I],
    matrix: MatRef<'_, E>,
) -> PermRef<'a, I>
where
    E: ComplexField,
    I: Index,
Expand description

Computes a permutation that reduces the chance of numerical errors during the $LDL^H$ factorization with diagonal $D$, then stores the result in perm_indices and perm_inv_indices.