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cholesky< Backend, Matrix > Struct Template Reference

Detailed Description

template<enum Backend, class Matrix>
struct shogun::linalg::implementation::cholesky< Backend, Matrix >

Generic class which is specialized for different backends to compute the cholesky decomposition of a dense matrix.

Definition at line 53 of file Cholesky.h.

Public Types

typedef Matrix::Scalar T
 
typedef SGMatrix< TReturnType
 

Static Public Member Functions

static ReturnType compute (Matrix A, bool lower)
 

Member Typedef Documentation

typedef SGMatrix<T> ReturnType

Return type

Definition at line 60 of file Cholesky.h.

typedef Matrix::Scalar T

Scalar type

Definition at line 57 of file Cholesky.h.

Member Function Documentation

static ReturnType compute ( Matrix  A,
bool  lower 
)
static

Compute the cholesky decomposition \(A = L L^{*}\) or \(A = U^{*} U\) of a Hermitian positive definite matrix

Parameters
A- the matrix whose cholesky decomposition is to be computed
lower- whether to compute the upper or lower triangular Cholesky factorization (default:lower)
Returns
the upper or lower triangular Cholesky factorization

The documentation for this struct was generated from the following file:

SHOGUN Machine Learning Toolbox - Documentation