Class Summary Class Description CholeskyDecompositionBlockThis is an implementation of Cholesky that processes internal submatrices as blocks. CholeskyDecompositionBlock64Wrapper around
BlockCholeskyOuterFormthat allows it to process DenseMatrix64F.
CholeskyDecompositionCommonThis is an abstract class for a Cholesky decomposition. CholeskyDecompositionInnerThis implementation of a Cholesky decomposition using the inner-product form. CholeskyDecompositionLDLThis variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:
where L is a lower triangular matrix with zeros on the diagonal.
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