dsp-0.2.3.1: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

Matrix.Cholesky

Description

This module contains a routine that solves the system Ax=b, where A is positive definite, using Cholesky decomposition.

Documentation

cholesky Source #

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array (a, a) (Complex b)

A

-> Array a (Complex b)

b

-> Array a (Complex b)

x