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Cholesky module
This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. More...
Data Structures | |
| class | LDLT< _MatrixType, _UpLo > |
| Robust Cholesky decomposition of a matrix with pivoting. More... | |
| class | LLT< _MatrixType, _UpLo > |
| Standard Cholesky decomposition (LL^T) of a matrix and associated features. More... | |
Detailed Description
This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
Those decompositions are accessible via the following MatrixBase methods:
- MatrixBase::llt(),
- MatrixBase::ldlt()
#include <Eigen/Cholesky>
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