Function engram::linalg::cholesky

source ·
pub fn cholesky(t: &Tensor) -> Option<Tensor>
Expand description

Cholesky decomposition of a symmetric, positive-definite matrix. Returns the product of the lower triangular matrix and its conjugate transpose. Returns None if the input matrix is not not square or positive-definite.

§Examples

let t1 = tensor![[4.0, 12.0, -16.0], [12.0, 37.0, -43.0], [-16.0, -43.0, 98.0]];
let chol = linalg::cholesky(&t1).unwrap();