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

Expand description

The Cholesky decomposition of a Hermitian positive definite matrix $A$ is such that: $$A = LL^H,$$ where $L$ is a lower triangular matrix.

Modules§

  • Computing the decomposition.
  • Reconstructing the inverse of the original matrix from the decomposition.
  • Reconstructing the original matrix from the decomposition.
  • Solving a linear system using the decomposition.
  • Updating the decomposition.

Structs§

  • This error signifies that the LLT decomposition could not be computed due to the matrix not being numerically positive definite.