Struct Cholesky

pub struct Cholesky { /* private fields */ }

A = L L^T for a symmetric positive definite matrix.

Implementations

impl Cholesky

pub fn new(a: &Matrix) -> NumericResult<Self>

Factor a symmetric positive definite matrix.

Symmetry is checked to n eps max|a_ij|; only the lower triangle is used.

Errors

Refuses a non-square or non-finite matrix, an asymmetric one (NumericError::NotSymmetric), one with a non-positive pivot (NumericError::NotPositiveDefinite), and one singular to working precision.

pub fn condition_estimate(&self) -> f64

Estimate of the 1-norm condition number.

pub fn factor(&self) -> &Matrix

The factor L (lower triangular, positive diagonal).

pub fn solve(&self, b: &[f64]) -> NumericResult<LinearSolution>

Solve A x = b.

Errors

Refuses b of the wrong length or with non-finite entries.

Trait Implementations

impl Clone for Cholesky

fn clone(&self) -> Cholesky

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Cholesky

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for Cholesky

fn eq(&self, other: &Cholesky) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for Cholesky