pub fn cholesky<T>(input: &Array<T>, is_upper: bool) -> (Array<T>, i32) where
T: HasAfEnum + FloatingPoint,
Perform Cholesky decomposition
inputis the input matrix
is_upperis a boolean to indicate if the output has to be upper or lower triangular matrix
A tuple of an Array and signed 32-bit integer.
The Array contains the triangular matrix (multiply it with conjugate transpose to reproduce the input).
If the integer is 0, it means the cholesky decomposition passed. Otherwise, it will contain the rank at which the decomposition failed.