Dense linear problems and decompositions » Reference » Cholesky module module

Contents

This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices. Those decompositions are also accessible via the following methods:

#include <Eigen/Cholesky>

Classes

template<typename _MatrixType, int _UpLo>
class Eigen::LDLT
Robust Cholesky decomposition of a matrix with pivoting.
template<typename _MatrixType, int _UpLo>
class Eigen::LLT
Standard Cholesky decomposition (LL^T) of a matrix and associated features.