Eigen  3.4.90 (git rev a4098ac676528a83cfb73d4d26ce1b42ec05f47c)

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...