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Pull Request Template
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
cholesky
function takes a vectormat
representing a square matrix and an integern
specifying its dimension. It returns the Cholesky decomposition in the form of a vector.Type of change
Checklist:
cargo clippy --all -- -D warnings
just before my last commit and fixed any issue that was found.cargo fmt
just before my last commit.cargo test
just before my last commit and all tests passed.mod.rs
file within its own folder, and in any parent folder(s).DIRECTORY.md
with the correct link.COUNTRIBUTING.md
and my code follows its guidelines.