Interface CholPivotResult

Result of chol with pivot: true.

interface CholPivotResult {
    pivot: number[];
    r: number[][];
    rank: number;
}

Properties

pivot: number[]

The column permutation, 0-based (R's attr(, "pivot") minus 1).

r: number[][]

The upper triangular factor R, such that x[pivot, pivot] = t(R) R for positive semi-definite x. Rows from rank on are 0.

rank: number

The number of columns factored before the decomposition stopped (R's attr(, "rank")).