Function matrixCholeskySolver

  • matrixCholeskySolver(
        nonZerosArray: NumberArray[],
        dimension: number,
        permutationEncoded?: NumberArray,
    ): (b: NumberArray) => NumberArray | null

  • Solves a system of linear equations using the Cholesky decomposition method. It is a direct conversion to TS from https://github.com/scijs/cholesky-solve

    Parameters

    • nonZerosArray: NumberArray[]

      The matrix in triplet form (array of arrays), where each sub-array contains three elements: row index, column index, and value.

    • dimension: number

      The order of the matrix (number of rows/columns).

    • OptionalpermutationEncoded: NumberArray

      Optional permutation array. If provided, it will be used to permute the matrix.

    Returns (b: NumberArray) => NumberArray | null

    A function that takes a right-hand side vector b and returns the solution vector x, or null if the decomposition fails.

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