kotlin-numpy / org.jetbrains.numkt.linalg / Linalg / cholesky

cholesky

fun <T : Number> cholesky(a: KtNDArray<T>): KtNDArray<Double> (source)

Cholesky decomposition.

Parameters

a - hermitian, positive-definite input matrix.

Return
Upper or lower-triangular Cholesky factor of a. Returns a matrix object if a is a matrix.