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Eigen
3.4.90 (git rev 67eeba6e720c5745abc77ae6c92ce0a44aa7b7ae)
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This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. Those decompositions are also accessible via the following methods:
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... | |