Cholesky

ai.dragonfly.math.matrix.decomposition.Cholesky
See theCholesky companion object
class Cholesky[N <: Int]

Attributes

Companion:
object
Source:
Cholesky.scala
Graph
Supertypes
class Object
trait Matchable
class Any

Members list

Concise view

Value members

Concrete methods

def solve[V <: Int](B: Matrix[N, V])(using ValueOf[V]): Matrix[N, V]

Solve A*X = B

Solve A*X = B

Attributes

B

A Matrix with as many rows as A and any number of columns.

Returns:

X so that L*L'*X = B

Throws:
IllegalArgumentException

Matrix row dimensions must agree.

RuntimeException

Matrix is not symmetric positive definite.

Source:
Cholesky.scala

Concrete fields

val L: Matrix[N, N]

Attributes

Source:
Cholesky.scala
val mn: Int

Attributes

Source:
Cholesky.scala