Cholesky decomposition #637
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Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## master #637 +/- ##
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+ Coverage 94.52% 94.53% +0.01%
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Files 277 278 +1
Lines 22267 22344 +77
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+ Hits 21048 21124 +76
- Misses 1219 1220 +1 ☔ View full report in Codecov by Sentry. |
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Description
This pull request introduces a Cholesky decomposition algorithm implemented in Rust. Cholesky decomposition is a numerical method for decomposing a positive-definite matrix into the product of a lower triangular matrix and its transpose.
The
choleskyfunction takes a vectormatrepresenting a square matrix and an integernspecifying its dimension. It returns the Cholesky decomposition in the form of a vector.Type of change
Checklist:
cargo clippy --all -- -D warningsjust before my last commit and fixed any issue that was found.cargo fmtjust before my last commit.cargo testjust before my last commit and all tests passed.mod.rsfile within its own folder, and in any parent folder(s).DIRECTORY.mdwith the correct link.COUNTRIBUTING.mdand my code follows its guidelines.