Cholesky module

Detailed Description

This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. Those decompositions are also accessible via the following methods:

• MatrixBase::llt()
• MatrixBase::ldlt()
• SelfAdjointView::llt()
• SelfAdjointView::ldlt()

#include <Eigen/Cholesky>

Classes
class	Eigen::LDLT< _MatrixType, _UpLo >
	Robust Cholesky decomposition of a matrix with pivoting. More...
class	Eigen::LLT< _MatrixType, _UpLo >
	Standard Cholesky decomposition (LL^T) of a matrix and associated features. More...