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

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.