A module for calculating the in-place Cholesky decomposition of symmetric, positive-definite matrix.
npm install ndarray-cholesky-factorization
var cholesky = ;
Calculates the Cholesky factorization for a symmetric, positive-definite matrix
A, which has to be an
ndarray. The decomposition splits the matrix into the product of a lower triangular matrix and its transpose, i.e.
A = LL^t. The result is stored in-place in
L, and the function returns
true upon successful completion.
var cholesky =pool = ;var A = ;var L = pool;
Run tests via the command