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

Expand description

Computing the decomposition.

Structs§

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

Functions§

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