1. trait
  2. SciPhp
  3. \
  4. LinAlg
  5. \
  6. CholeskyTrait

CholeskyTrait

trait CholeskyTrait (View source)

Choleski decomposition

Methods

NdArray
cholesky(NdArray|array $matrix)

Decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix

Details

at line 29
final NdArray cholesky(NdArray|array $matrix)

Decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix

Parameters

NdArray|array $matrix

Return Value

NdArray