Directory dependency graph for decomposition:
Files | |
| cholesky.h | |
| Cholesky decomposition for symmetric positive-definite matrices. | |
| cholesky_update.h | |
| Rank-1 Cholesky update: given L where LLᵀ = A, compute L' where L'L'ᵀ = A + vvᵀ. | |
| eigen.h | |
| Jacobi eigenvalue decomposition for small symmetric matrices. | |
| lu.h | |
| LU decomposition with partial pivoting for square matrices. | |
| qr.h | |
| Householder QR decomposition for rectangular matrices. | |
| qr_givens.h | |
| Givens rotation-based QR decomposition for rectangular matrices. | |
