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

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

Modules

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

Structs

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