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feat: adds Cholesky matrix decomposition

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This commit is contained in:
Volodymyr Orlov
2020-11-03 15:39:43 -08:00
parent 7007e06c9c
commit 6473a6c4ae
6 changed files with 227 additions and 0 deletions
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src/linalg/nalgebra_bindings.rs
+6
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@@ -46,6 +46,7 @@ use crate::linalg::evd::EVDDecomposableMatrix;
use crate::linalg::lu::LUDecomposableMatrix;
use crate::linalg::qr::QRDecomposableMatrix;
use crate::linalg::svd::SVDDecomposableMatrix;
use crate::linalg::cholesky::CholeskyDecomposableMatrix;
use crate::linalg::Matrix as SmartCoreMatrix;
use crate::linalg::{BaseMatrix, BaseVector};
use crate::math::num::RealNumber;
@@ -544,6 +545,11 @@ impl<T: RealNumber + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Su
{
}
impl<T: RealNumber + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Sum + 'static>
CholeskyDecomposableMatrix<T> for Matrix<T, Dynamic, Dynamic, VecStorage<T, Dynamic, Dynamic>>
{
}
impl<T: RealNumber + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Sum + 'static>
SmartCoreMatrix<T> for Matrix<T, Dynamic, Dynamic, VecStorage<T, Dynamic, Dynamic>>
{