Struct nalgebra::linalg::Cholesky[][src]

pub struct Cholesky<T: SimdComplexField, D: Dim> where
    DefaultAllocator: Allocator<T, D, D>, 
{ /* fields omitted */ }
Expand description

The Cholesky decomposition of a symmetric-definite-positive matrix.

Implementations

Computes the Cholesky decomposition of matrix without checking that the matrix is definite-positive.

If the input matrix is not definite-positive, the decomposition may contain trash values (Inf, NaN, etc.)

Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly upper-triangular part filled with zeros.

Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.

The values of the strict upper-triangular part are garbage and should be ignored by further computations.

Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly uppen-triangular part filled with zeros.

Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.

This is an allocation-less version of self.l(). The values of the strict upper-triangular part are garbage and should be ignored by further computations.

Solves the system self * x = b where self is the decomposed matrix and x the unknown.

The result is stored on b.

Returns the solution of the system self * x = b where self is the decomposed matrix and x the unknown.

Computes the inverse of the decomposed matrix.

Computes the determinant of the decomposed matrix.

Attempts to compute the Cholesky decomposition of matrix.

Returns None if the input matrix is not definite-positive. The input matrix is assumed to be symmetric and only the lower-triangular part is read.

Given the Cholesky decomposition of a matrix M, a scalar sigma and a vector v, performs a rank one update such that we end up with the decomposition of M + sigma * (v * v.adjoint()).

Updates the decomposition such that we get the decomposition of a matrix with the given column col in the jth position. Since the matrix is square, an identical row will be added in the jth row.

Updates the decomposition such that we get the decomposition of the factored matrix with its jth column removed. Since the matrix is square, the jth row will also be removed.

Trait Implementations

Returns a copy of the value. Read more

Performs copy-assignment from source. Read more

Formats the value using the given formatter. Read more

Deserialize this value from the given Serde deserializer. Read more

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations

Blanket Implementations

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Performs the conversion.

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The type returned in the event of a conversion error.

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