Contents

MPSMatrixDecompositionCholesky

A kernel for computing the Cholesky factorization of a matrix.

Declaration

class MPSMatrixDecompositionCholesky

Overview

This kernel computes one of the following factorizations of a matrix A:

  • A = LLᵀ

  • A = UᵀU

where:

  • A is a symmetric positive-definite matrix for which the factorization is to be computed

  • L is the lower triangular matrix

  • U is the upper triangular matrix

Topics

Initializers

Instance Methods

See Also

Classes for Decomposition and Solving