FDenseMatrixSolver::CholeskyFactorize

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Unreal Engine C++ API Reference > Runtime > Chaos > Chaos > FDenseMatrixSolver

References

template<int32 T_E>  
static bool CholeskyFactorize  
(  
    TDenseMatrix < T_E > & A  
)  
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template<int32 T_E> static bool CholeskyFactorize (     TDenseMatrix < T_E > & A )

Remarks

Overwrite A with its Cholesky Factor (A must be Positive Definite). See "Matrix Computations, 4th Edition" Section 4.2, Golub & Van Loan.

The Cholesky Factor of A is G (Gt its transpose), where A = GGt. G is lower triangular.