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cholesky
standalone cholesky decomposition of a square matrix
cholesky-solve
This module solves sparse symmetric positive definite linear systems by using the Cholesky decomposition
m4th
Math stuff
cholesky-tools
Basic operations for symmetric poistive definite matrices.
@stdlib/lapack-base-dpttrf
Compute the `L * D * L^T` factorization of a real symmetric positive definite tridiagonal matrix `A`.