hvillecholesky
standalone cholesky decomposition of a square matrix
Take an native javascript array representing a square matrix and returns the lower triangular decomposition.
The row-major convention is used: mat[row][col]
Unlike other implementations, this module only uses native Arrays and does not modify any prototypes.
Example
cho = require('cholesky')
var tri = cho([[4, 12, -16], [12, 37, -43], [-16, -43, 98]])
console.log(tri[0]) // [2]
console.log(tri[1]) // [6, 1]
console.log(tri[2]) // [-8, 5, 3]API
cholesky(array) => array
The module exports a single function that takes a
row-major matrix in the form mat[row][col]
and returns a new lower triangular matrix in the form [[a], [b,c], [d,e,f], ...]
License
Released under the MIT License