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>
| class | Eigen::LDLT< _MatrixType, _UpLo > |
| Robust Cholesky decomposition of a matrix with pivoting. More... |
|
| class | Eigen::LLT< _MatrixType, _UpLo > |
| Standard Cholesky decomposition (LL^T) of a matrix and associated features. More... |
|
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https://eigen.tuxfamily.org/dox/group__Cholesky__Module.html