choleskyDecomp

Computs Cholesky decomposition of symmetric positive definite matrix 'A'. The factorization has the form: \A = U**T * U, if UPLO = Upper, or \A = L * L**T, if UPLO = Lower Where U is an upper triangular matrix and L is lower triangular.

choleskyDecomp
(
Flag!"allowDestroy" allowDestroy = No.allowDestroy
SliceKind kind
Iterator
)
(
Slice!(kind, [2], Iterator) a
,
char uplo
)

Parameters

allowDestroy

flag to delete the source matrix.

a Slice!(kind, [2], Iterator)

symmetric 'N x N' matrix.

uplo char

if uplo is Upper, then upper triangle of A is stored, else lower.

Return Value

Type: auto

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