Eigen  3.3.4

Detailed Description

This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. Those decompositions are also accessible via the following methods:

#include <Eigen/Cholesky>

Classes

class  Eigen::LDLT< _MatrixType, _UpLo >
 Robust Cholesky decomposition of a matrix with pivoting. More...
 
class  Eigen::LLT< _MatrixType, _UpLo >
 Standard Cholesky decomposition (LL^T) of a matrix and associated features. More...