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| Class Summary | |
|---|---|
| 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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