Package dev.nm.algebra.linear.matrix.doubles.factorization.triangle.cholesky

Interface Summary

Interface	Description
Cholesky	Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix A into \(A = L \cdot L^{\mathsf T}\), where L is a lower triangular matrix.

Class Summary

Class	Description
Chol	Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix A into \(A = L \cdot L^{\mathsf T}\), where L is a lower triangular matrix.
CholeskyBanachiewicz	Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix A into \(A = L \cdot L^{\mathsf T}\), where L is a lower triangular matrix.
CholeskyBanachiewiczParallelized	This is a parallelized version of CholeskyBanachiewicz.
CholeskySparse	Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix A into \(A = L \cdot L^{\mathsf T}\), where L is a lower triangular matrix.
CholeskyWang2006	Cholesky decomposition works only for a positive definite matrix.