Module extendr_api::prelude::modules::cholesky::llt::compute

Expand description

Computing the decomposition.

Structs§

  • Info about the result of the LLT factorization.
  • LLT factorization tuning parameters.
  • Dynamic LLT regularization. Values below epsilon in absolute value, or with a negative sign are set to delta with a positive sign.

Functions§

  • Computes the Cholesky factor $L$ of a Hermitian positive definite input matrix $A$ such that $L$ is lower triangular, and $$LL^H == A.$$
  • Computes the size and alignment of required workspace for performing a Cholesky decomposition.