Eigne Matrix Class Library

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Cholesky module

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>