Function Dune::XT::LA::cholesky

Function template Dune::XT::LA::cholesky

template<class MatrixType>
typename std::enable_if_t<Common::is_matrix<MatrixType>::value, void> Dune::XT::LA::cholesky(MatrixType &A)

Computes the Cholesky (LL^T) factorization of a symmetric positive definite matrix in place.