FDenseMatrixSolver::CholeskyFactorize

Overwrite A with its Cholesky Factor (A must be Positive Definite).

Windows
MacOS
Linux

References

Module

Chaos

Header

/Engine/Source/Runtime/Experimental/Chaos/Public/Chaos/DenseMatrix.h

Include

#include "Chaos/DenseMatrix.h"

Syntax

template<int32 T_E>
static bool CholeskyFactorize
(
    TDenseMatrix< T_E > & A
)

Remarks

Overwrite A with its Cholesky Factor (A must be Positive Definite). See "Matrix Computations, 4th Edition" Section 4.2, Golub & Van Loan.

The Cholesky Factor of A is G (Gt its transpose), where A = GGt. G is lower triangular.

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