Class

MPSMatrixDecompositionCholesky

A kernel for computing the Cholesky factorization of a matrix.

Declaration

class MPSMatrixDecompositionCholesky : MPSMatrixUnaryKernel

Overview

This kernel computes one of the following factorizations of a matrix A:

  • A = LLᵀ

  • A = UᵀU

where:

  • A is a symmetric positive-definite matrix for which the factorization is to be computed

  • L is the lower triangular matrix

  • U is the upper triangular matrix

Relationships

Conforms To

See Also

Classes for Decomposition and Solving

class MPSMatrixSolveCholesky

A kernel for computing the solution of a linear system of equations using a Cholesky factorization.

class MPSMatrixDecompositionLU

A kernel for computing the LU factorization of a matrix using partial pivoting with row interchanges.

class MPSMatrixSolveLU

A kernel for computing the solution of a linear system of equations using an LU factorization.

class MPSMatrixSolveTriangular

A kernel for computing the solution of a linear system of equations using a triangular coefficient matrix.

class MPSMatrixUnaryKernel

A kernel that consumes one matrix and produces one matrix.

class MPSMatrixBinaryKernel

A kernel that consumes two matrices and produces one matrix.