koblas
com.eignex.koblas/dense/Cholesky.kt

cholesky

fun F64DenseMatrix.cholesky(policy: CholeskyPolicy = CholeskyPolicy.Strict, uplo: Uplo = Uplo.FULL): F64CholeskyDecomposition(source)

Cholesky factorization A = L·Lᵀ with the active backend (koblas). Uplo.FULL checks that both triangles agree, while Uplo.LOWER or Uplo.UPPER names the authoritative triangle without checking the other. A non-positive pivot throws NotPositiveDefinite unless policy regularizes.

invert

fun F64CholeskyDecomposition.invert(workspace: Workspace? = null): F64DenseMatrix(source)

A⁻¹ from this factorization with the active backend; see F64Decompositions.invert.

fun F64LuDecomposition.invert(workspace: Workspace? = null): F64DenseMatrix(source)

A⁻¹ from this factorization (LAPACK dgetri); see F64Decompositions.invert.