Cholesky module

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Detailed Description

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>

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