cholesky
Overloads
| Name | Description |
|---|---|
cholesky(const RealMatrix A) -> Object | Computes the Cholesky decomposition of a RealMatrix A.. By default, the standard algorithm is used; to use the robust algorithm instead, provide the option 'algorithm' with value 'robust'. |
cholesky(const ComplexMatrix A) -> Object | Computes the Cholesky decomposition of a ComplexMatrix A.. By default, the standard algorithm is used; to use the robust algorithm instead, provide the option 'algorithm' with value 'robust'. |
cholesky(const RealMatrix A, const Map options) -> Object | Computes the Cholesky decomposition of a RealMatrix A. |
cholesky(const ComplexMatrix A, const Map options) -> Object | Computes the Cholesky decomposition of a ComplexMatrix A. |
cholesky(const RealMatrix A) -> Object
Computes the Cholesky decomposition of a RealMatrix A.. By default, the standard algorithm is used; to use the robust algorithm instead, provide the option 'algorithm' with value 'robust'.
Parameters
- A: The RealMatrix.
cholesky(const ComplexMatrix A) -> Object
Computes the Cholesky decomposition of a ComplexMatrix A.. By default, the standard algorithm is used; to use the robust algorithm instead, provide the option 'algorithm' with value 'robust'.
Parameters
- A: The ComplexMatrix.
cholesky(const RealMatrix A, const Map options) -> Object
Computes the Cholesky decomposition of a RealMatrix A.
Parameters
- A: The RealMatrix.
- options: Map of Cholesky options
- algorithm (string): The Cholesky algorithm to use. Possible values are 'standard' (default) and 'robust' (Robust Cholesky).
cholesky(const ComplexMatrix A, const Map options) -> Object
Computes the Cholesky decomposition of a ComplexMatrix A.
Parameters
- A: The ComplexMatrix.
- options: Map of Cholesky options
- algorithm (string): The Cholesky algorithm to use. Possible values are 'standard' (default) and 'robust' (Robust Cholesky).