Cholesky

slash.matrix.decomposition.Cholesky
See theCholesky companion class
object Cholesky

Attributes

Companion
class
Source
Cholesky.scala
Graph
Supertypes
class Object
trait Matchable
class Any
Self type
Cholesky.type

Members list

Value members

Concrete methods

def apply[N <: Int](m: Mat[N, N])(using ValueOf[N]): Cholesky[N]

Cholesky algorithm for symmetric and positive definite matrix. Structure to access L and isspd flag.

Cholesky algorithm for symmetric and positive definite matrix. Structure to access L and isspd flag.

Value parameters

m

a square, symmetric, positive definite matrix.

Attributes

Throws
MatrixNotSymmetricPositiveDefinite

exception if m is not a square, symmetric, positive definite matrix.

Source
Cholesky.scala