Class

MPSMatrixDecompositionCholesky

A kernel for computing the Cholesky factorization of a matrix.

Declaration

@interface 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

See Also

Classes for Decomposition and Solving

MPSMatrixSolveCholesky

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

MPSMatrixDecompositionLU

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

MPSMatrixSolveLU

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

MPSMatrixSolveTriangular

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

MPSMatrixUnaryKernel

A kernel that consumes one matrix and produces one matrix.

MPSMatrixBinaryKernel

A kernel that consumes two matrices and produces one matrix.