DriftEngineDriftCapture · function
cholesky
The lower triangle l with l · lᵀ = m, or false where m is not positive definite — which is
how a caller learns that its normal equations are singular, rather than by finding a NaN later.
Explained in DriftCapture.
function cholesky(m: Float64Array, n: number, out: Float64Array): booleanimport { cholesky } from '@driftengine/capture';Parameters
| Parameter | Type | Description |
|---|---|---|
m | Float64Array | |
n | number | |
out | Float64Array |
In depth
out may be m: only the lower triangle is read, each element before it is written, so a
caller with one matrix to spare factors it in place. Zeroing the whole of out first would have
erased the matrix in that case, which is a silent wrong answer rather than a refusal.