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Improve Cholesky docstrings #39964
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Improve Cholesky docstrings #39964
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The `p` object wasn't even documented.
nalimilan
commented
Mar 9, 2021
@@ -35,7 +35,10 @@ positive definite matrix `A`. This is the return type of [`cholesky`](@ref), | |||
the corresponding matrix factorization function. | |||
The triangular Cholesky factor can be obtained from the factorization `F::Cholesky` | |||
via `F.L` and `F.U`. | |||
via `F.L` and `F.U`, where `A ≈ F.U' * F.U ≈ F.L * F.L'`. |
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Examples use ==
but I imagine only ≈
holds generally? Or maybe this may not even be exactly the case?
dkarrasch
reviewed
Mar 9, 2021
Co-authored-by: Daniel Karrasch <[email protected]>
dkarrasch
reviewed
Mar 11, 2021
dkarrasch
reviewed
Mar 11, 2021
Co-authored-by: Daniel Karrasch <[email protected]>
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The
p
object wasn't even documented.