pub fn cholesky<T>(input: &Array<T>, is_upper: bool) -> (Array<T>, i32) where
T: HasAfEnum + FloatingPoint,
Perform Cholesky decomposition
input
is the input matrixis_upper
is a boolean to indicate if the output has to be upper or lower triangular matrixA tuple of an Array and signed 32-bit integer.
The Array contains the triangular matrix (multiply it with conjugate transpose to reproduce the input).
If the integer is 0, it means the cholesky decomposition passed. Otherwise, it will contain the rank at which the decomposition failed.
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