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.