Cholesky module

This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. More...

This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.

Those decompositions are accessible via the following MatrixBase methods:

• MatrixBase::llt(),
• MatrixBase::ldlt()

 #include <Eigen/Cholesky>