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 todelta
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.