Interface  Description 

Cholesky 
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix
A into A = L * L^{t}, where L is a lower triangular matrix.

Class  Description 

Chol 
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix
A into A = L * L^{t}, where L is a lower triangular matrix.

CholeskyBanachiewicz 
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix
A into A = L * L^{t}, where L is a lower triangular matrix.

CholeskyBanachiewiczParallelized 
This is a parallelized version of
CholeskyBanachiewicz . 
CholeskySparse 
Cholesky decomposition decomposes a real, symmetric (hence square), and positive definite matrix
A into A = L * L^{t}, where L is a lower triangular matrix.

CholeskyWang2006 
Cholesky decomposition works only for a positive definite matrix.

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