| Class | Description |
|---|---|
| CholeskyDecomposition_DDRB_to_DDRM |
Wrapper around
CholeskyOuterForm_DDRB that allows
it to process DMatrixRMaj. |
| CholeskyDecompositionBlock_DDRM |
This is an implementation of Cholesky that processes internal submatrices as blocks.
|
| CholeskyDecompositionCommon_DDRM |
This is an abstract class for a Cholesky decomposition.
|
| CholeskyDecompositionInner_DDRM |
This implementation of a Cholesky decomposition using the inner-product form.
|
| CholeskyDecompositionLDL_DDRM |
This variant on the Cholesky decomposition avoid the need to take the square root
by performing the following decomposition:
L*D*LT=A where L is a lower triangular matrix with zeros on the diagonal. |