Struct Cholesky

pub struct Cholesky<E>
where
    E: Entity,
{
    factors: Mat<E>,
}

Cholesky decomposition.

Fields

factors: Mat<E>

Implementations

impl<E> Cholesky<E>

where E: ComplexField,

pub fn try_new<ViewE>( matrix: MatRef<'_, ViewE>, side: Side, ) -> Result<Cholesky<E>, CholeskyError>

where ViewE: Conjugate<Canonical = E>,

Returns the Cholesky factorization of the input matrix, or an error if the matrix is not positive definite.

The factorization is such that $A = LL^H$, where $L$ is lower triangular.

The matrix is interpreted as Hermitian, but only the provided side is accessed.

pub fn compute_l(&self) -> Mat<E>

Returns the factor $L$ of the Cholesky decomposition.

Trait Implementations

impl<E> Debug for Cholesky<E>

where E: Debug + Entity,

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl<E> SolverCore<E> for Cholesky<E>

where E: ComplexField,

fn inverse(&self) -> Mat<E>

Computes the inverse of the original matrix using the decomposition.

fn reconstruct(&self) -> Mat<E>

Reconstructs the original matrix using the decomposition.

impl<E> SpSolverCore<E> for Cholesky<E>

where E: ComplexField,

fn nrows(&self) -> usize

Returns the number of rows of the matrix used to construct this decomposition.

fn ncols(&self) -> usize

Returns the number of columns of the matrix used to construct this decomposition.