Module extendr_api::prelude::modules::cholesky::ldlt_diagonal::compute

Computing the decomposition.

Structs

• LdltDiagParams
  LDLT factorization tuning parameters.
• LdltInfo
  Info about the result of the LDLT factorization.
• LdltRegularization
  Dynamic LDLT regularization. Values below epsilon in absolute value, or with the wrong sign are set to delta with their corrected sign.

Functions

• raw_cholesky_in_place
  Computes the Cholesky factors $L$ and $D$ of the input matrix such that $L$ is strictly lower triangular, $D$ is real-valued diagonal, and $$LDL^H = A.$$
• raw_cholesky_in_place_req
  Computes the size and alignment of required workspace for performing a Cholesky decomposition.