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
.