fn spd_cholesky(a: &[f64], n: usize) -> Cholesky<f64, Dyn>Expand description
Cholesky factor of a symmetric positive-definite row-major matrix (LAPACK-grade
dense linear algebra via nalgebra). GPFA only factors SPD matrices — the GP
prior, the posterior precision and the second-moment matrix — so the
decomposition is the numerically stable, ~2x cheaper choice over a general LU.