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slash/ai.dragonfly.math/ai.dragonfly.math.matrix/ai.dragonfly.math.matrix.decomposition/Cholesky

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

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

Value parameters

B

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

Attributes

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
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