Trait modcholesky::ModCholeskyGMW81 [−][src]
pub trait ModCholeskyGMW81<L, E, P> where
Self: Sized, { fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P> { ... } }
Gill, Murray and Wright (1981)
Algorithm 6.5 in “Numerical Optimization” by Nocedal and Wright
References
- Philip E. Gill, Walter Murray and Margaret H. Wright. Practical Optimization. Emerald Group Publishing Limited. ISBN 978-0122839528. 1982
- Jorge Nocedal and Stephen J. Wright. Numerical Optimization. Springer. ISBN 0-387-30303-0. 2006.
Provided methods
fn mod_cholesky_gmw81(&self) -> Decomposition<L, E, P>[src]
Computes the modified Cholesky decomposition with the GMW81 algorithm
Implementations on Foreign Types
impl ModCholeskyGMW81<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>> for Array2<f64>[src]
impl ModCholeskyGMW81<ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<usize>, Dim<[usize; 1]>>> for Array2<f64>[src]fn mod_cholesky_gmw81(
&self
) -> Decomposition<Array2<f64>, Array1<f64>, Array1<usize>>[src]
&self
) -> Decomposition<Array2<f64>, Array1<f64>, Array1<usize>>
Computes the modified Cholesky decomposition with the GMW81 algorithm. Based on algorithm 6.5 in “Numerical Optimization” by Nocedal and Wright.