Struct nalgebra::linalg::Cholesky

pub struct Cholesky<N: ComplexField, D: Dim> where
    DefaultAllocator: Allocator<N, D, D>,  { /* fields omitted */ }

The Cholesky decomposition of a symmetric-definite-positive matrix.

Methods

impl<N: ComplexField, D: DimSub<Dynamic>> Cholesky<N, D> where
    DefaultAllocator: Allocator<N, D, D>, 

pub fn new(matrix: MatrixN<N, D>) -> Option<Self>

Attempts to compute the Cholesky decomposition of matrix.

Returns None if the input matrix is not definite-positive. The input matrix is assumed to be symmetric and only the lower-triangular part is read.

pub fn unpack(self) -> MatrixN<N, D>

Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly upper-triangular part filled with zeros.

pub fn unpack_dirty(self) -> MatrixN<N, D>

Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.

The values of the strict upper-triangular part are garbage and should be ignored by further computations.

pub fn l(&self) -> MatrixN<N, D>

Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly uppen-triangular part filled with zeros.

pub fn l_dirty(&self) -> &MatrixN<N, D>

Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out its strict upper-triangular part.

This is an allocation-less version of self.l(). The values of the strict upper-triangular part are garbage and should be ignored by further computations.

pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) where
    S2: StorageMut<N, R2, C2>,
    ShapeConstraint: SameNumberOfRows<R2, D>, 

Solves the system self * x = b where self is the decomposed matrix and x the unknown.

The result is stored on b.

pub fn solve<R2: Dim, C2: Dim, S2>(
    &self,
    b: &Matrix<N, R2, C2, S2>
) -> MatrixMN<N, R2, C2> where
    S2: StorageMut<N, R2, C2>,
    DefaultAllocator: Allocator<N, R2, C2>,
    ShapeConstraint: SameNumberOfRows<R2, D>, 

Returns the solution of the system self * x = b where self is the decomposed matrix and x the unknown.

pub fn inverse(&self) -> MatrixN<N, D>

Computes the inverse of the decomposed matrix.

Trait Implementations

impl<N: Clone + ComplexField, D: Clone + Dim> Clone for Cholesky<N, D> where
    DefaultAllocator: Allocator<N, D, D>, 

fn clone(&self) -> Cholesky<N, D>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<N: ComplexField, D: Dim> Copy for Cholesky<N, D> where
    DefaultAllocator: Allocator<N, D, D>,
    MatrixN<N, D>: Copy, 

impl<N: Debug + ComplexField, D: Debug + Dim> Debug for Cholesky<N, D> where
    DefaultAllocator: Allocator<N, D, D>, 

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

Formats the value using the given formatter.