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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/ndarray_bindings.rs
+6
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@@ -53,6 +53,7 @@ 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;
use crate::linalg::{BaseMatrix, BaseVector};
use crate::math::num::RealNumber;
@@ -494,6 +495,11 @@ impl<T: RealNumber + ScalarOperand + AddAssign + SubAssign + MulAssign + DivAssi
{
}
impl<T: RealNumber + ScalarOperand + AddAssign + SubAssign + MulAssign + DivAssign + Sum>
CholeskyDecomposableMatrix<T> for ArrayBase<OwnedRepr<T>, Ix2>
{
}
impl<T: RealNumber + ScalarOperand + AddAssign + SubAssign + MulAssign + DivAssign + Sum> Matrix<T>
for ArrayBase<OwnedRepr<T>, Ix2>
{