ndarray-cholesky-factorization
A module for calculating the in-place Cholesky decomposition of symmetric, positive-definite matrix.
Installation
npm install ndarray-cholesky-factorization
Usage
var cholesky = ;
cholesky(A, L)
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.
Example
var cholesky =pool = ;var A = ;var L = pool;
Unit Tests
Run tests via the command npm test