SHOGUN  6.0.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules
List of all members | Public Types | Static Public Member Functions
cholesky< backend, Matrix > Struct Template Reference

Detailed Description

template<Backend 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 

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

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

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

SHOGUN Machine Learning Toolbox - Documentation