Cholesky module

Detailed Description

This module provides three variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. LLT and LDLT are restricted to (semi)definite matrices, while the Bunch-Kaufman factorization handles general symmetric / Hermitian indefinite matrices. Those decompositions are also accessible via the following methods:

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

#include <Eigen/Cholesky>

Classes
class	Eigen::BunchKaufman< MatrixType_, UpLo_ >
	Bunch-Kaufman factorization of a symmetric / Hermitian indefinite matrix. More...
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...