| Class | Description |
|---|---|
| CholeskyDecompositionBlock |
This is an implementation of Cholesky that processes internal submatrices as blocks.
|
| CholeskyDecompositionBlock64 |
Wrapper around
BlockCholeskyOuterForm that allows
it to process DenseMatrix64F. |
| CholeskyDecompositionCommon |
This is an abstract class for a Cholesky decomposition.
|
| CholeskyDecompositionInner |
This implementation of a Cholesky decomposition using the inner-product form.
|
| CholeskyDecompositionLDL |
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. |
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