num::unsafe::cholesky

Defined in header <linear/factorization/cholesky.hpp>

cholesky_result cholesky(const mat<real> &A);

Factor \(A = LL^T\) without requiring or checking the SPD invariant.

The deliberate escape hatch. Calling this says, at the call site and in a form that survives grep, that the SPD precondition is being taken on faith. Nothing is sampled; if A is not positive definite the factorization simply reports failure through cholesky_result::positive_definite.