kumulant

factorCholesky

Factor the lower triangle of this square symmetric matrix as A = L Lᵀ.

The upper triangle is ignored, the input is unchanged, and the result owns its storage. Empty matrices are supported. No jitter or pivot correction is applied.

Throws

If the matrix is not square or its lower triangle is nonfinite.

If a corrected pivot is nonpositive or the factor cannot be represented with finite entries.


fun DenseMatrix.factorCholesky(workspace: Workspace): CholeskyFactor(source)

Factor the lower triangle into an owned CholeskyFactor, lending workspace to the numerical kernels.

The input and failure contracts are those of factorCholesky. The result owns its storage; workspace only lends scratch and belongs to one invocation at a time.