extendr_api::prelude::modules::cholesky::llt

Module compute

Expand description

Computing the decomposition.

Structs§

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

Functions§

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