Add docs for cholesky and fix docs for FactorizedH

src/cholesky.rs

@@ -1,6 +1,36 @@
-//! Cholesky decomposition
+//! Cholesky decomposition of Hermitian (or real symmetric) positive definite matrices
 //!
-//! https://en.wikipedia.org/wiki/Cholesky_decomposition
+//! See the [Wikipedia page about Cholesky
+//! decomposition](https://en.wikipedia.org/wiki/Cholesky_decomposition) for
+//! more information.
+//!
+//! # Example
+//!
+//! Calculate `L` in the Cholesky decomposition `A = L * L^H`, where `A` is a
+//! Hermitian (or real symmetric) positive definite matrix:
+//!
+//! ```
+//! #[macro_use]
+//! extern crate ndarray;
+//! extern crate ndarray_linalg;
+//!
+//! use ndarray::prelude::*;
+//! use ndarray_linalg::{CholeskyInto, UPLO};
+//! # fn main() {
+//!
+//! let a: Array2<f64> = array![
+//!     [  4.,  12., -16.],
+//!     [ 12.,  37., -43.],
+//!     [-16., -43.,  98.]
+//! ];
+//! let lower = a.cholesky_into(UPLO::Lower).unwrap();
+//! assert!(lower.all_close(&array![
+//!     [ 2., 0., 0.],
+//!     [ 6., 1., 0.],
+//!     [-8., 5., 3.]
+//! ], 1e-9));
+//! # }
+//! ```
 
 use ndarray::*;
 
@@ -12,19 +42,44 @@ use super::types::*;
 
 pub use lapack_traits::UPLO;
 
-/// Cholesky decomposition of matrix reference
+/// Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix reference
 pub trait Cholesky {
     type Output;
+    /// Computes the Cholesky decomposition of the Hermitian (or real
+    /// symmetric) positive definite matrix.
+    ///
+    /// If the argument is `UPLO::Upper`, then computes the decomposition `A =
+    /// U^H * U` using the upper triangular portion of `A` and returns `U`.
+    /// Otherwise, if the argument is `UPLO::Lower`, computes the decomposition
+    /// `A = L * L^H` using the lower triangular portion of `A` and returns
+    /// `L`.
     fn cholesky(&self, UPLO) -> Result<Self::Output>;
 }
 
-/// Cholesky decomposition
+/// Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix
 pub trait CholeskyInto: Sized {
+    /// Computes the Cholesky decomposition of the Hermitian (or real
+    /// symmetric) positive definite matrix.
+    ///
+    /// If the argument is `UPLO::Upper`, then computes the decomposition `A =
+    /// U^H * U` using the upper triangular portion of `A` and returns `U`.
+    /// Otherwise, if the argument is `UPLO::Lower`, computes the decomposition
+    /// `A = L * L^H` using the lower triangular portion of `A` and returns
+    /// `L`.
     fn cholesky_into(self, UPLO) -> Result<Self>;
 }
 
-/// Cholesky decomposition of mutable reference of matrix
+/// Cholesky decomposition of Hermitian (or real symmetric) positive definite mutable reference of matrix
 pub trait CholeskyMut {
+    /// Computes the Cholesky decomposition of the Hermitian (or real
+    /// symmetric) positive definite matrix, storing the result in `self` and
+    /// returning it.
+    ///
+    /// If the argument is `UPLO::Upper`, then computes the decomposition `A =
+    /// U^H * U` using the upper triangular portion of `A` and returns `U`.
+    /// Otherwise, if the argument is `UPLO::Lower`, computes the decomposition
+    /// `A = L * L^H` using the lower triangular portion of `A` and returns
+    /// `L`.
     fn cholesky_mut(&mut self, UPLO) -> Result<&mut Self>;
 }
 

src/solveh.rs

@@ -88,7 +88,7 @@ pub trait SolveH<A: Scalar> {
 }
 
 /// Represents the Bunch–Kaufman factorization of a Hermitian (or real
-/// symmetric) matrix as `A = P * U * D * U^T * P^T`.
+/// symmetric) matrix as `A = P * U * D * U^H * P^T`.
 pub struct FactorizedH<S: Data> {
     pub a: ArrayBase<S, Ix2>,
     pub ipiv: Pivot,