Skip to main content

builtin_chol

Function builtin_chol 

Source
fn builtin_chol(
    args: &[RValue],
    _: &[(String, RValue)],
) -> Result<RValue, RError>
Expand description

chol(x) — Cholesky decomposition (upper triangular R such that x = R’R).

Uses nalgebra’s Cholesky decomposition and returns the upper triangular factor.