cea3bdc8e5
The previous implementation was correct only for real elements. The Cholesky decomposition is `L L^H`, so the determinant is `det(L) * det(L^H)`. Since `L` is a triangular matrix, `det(L)` is the product of the diagonal elements of `L`. Since `L^H` is triangular and its diagonal elements are the conjugates of the diagonal elements of `L`, `det(L^H)` is the conjugate of `det(L)`. So, the overall determinant is the product of the diagonal elements of `L` times its conjugate. |
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| core | ||
| geometry | ||
| linalg | ||
| proptest | ||
| sparse | ||
| lib.rs | ||