/** \ingroup Cholesky_Module
*

• \class LLT
• \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
• \tparam MatrixType_ the type of the matrix of which we are computing the LL^T Cholesky decomposition
• \tparam UpLo_ the triangular part that will be used for the decomposition: Lower (default) or Upper.

•           The other triangular part won't be read.
  

• This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
• matrix A such that A = LL^* = U^*U, where L is lower triangular.
• While the Cholesky decomposition is particularly useful to solve selfadjoint problems like D^*D x = b,
• for that purpose, we recommend the Cholesky decomposition without square root which is more stable
• and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
• situations like generalised eigen problems with hermitian matrices.
• Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
• use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
• has a solution.
• Example: \include LLT_example.cpp
• Output: \verbinclude LLT_example.out
• \b Performance: for best performance, it is recommended to use a column-major storage format
• with the Lower triangular part (the default), or, equivalently, a row-major storage format
• with the Upper triangular part. Otherwise, you might get a 20% slowdown for the full factorization
• step, and rank-updates can be up to 3 times slower.
• This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
• Note that during the decomposition, only the lower (or upper, as defined by UpLo_) triangular part of A is considered.
• Therefore, the strict lower part does not have to store correct values.
• \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
  */

https://github.com/cheshirekow/cmake_format

Measure simulation speed and compare it to Matlab,

Blocked by #2

Seems like matplot++'s Gnuplot dependency is too space-inefficient.

Gnuplot 5.2.6+

Install Gnuplot 5.2.6+ (Required at runtime)

=== "Ubuntu + GCC"

sudo apt update
sudo apt install gnuplot

!!! note ""
Or download the latest version from www.gnuplot.info. If you're using an installer, make sure you mark the option "Add application directory to your PATH environment variable".
=== "Mac Os + Clang"

brew install gnuplot

!!! note ""
Or download the latest version from www.gnuplot.info. If you're using an installer, make sure you mark the option "Add application directory to your PATH environment variable".
=== "Windows + MSVC"

!!! warning ""
Download Gnuplot from www.gnuplot.info and install it.

If you're using the Gnuplot installer, make sure you mark the option "Add application directory to your PATH environment variable"

!!! warning "Windows Gnuplot Terminals"

If the Matplot++ examples don't display without console errors and gnuplot running, try to re-install Gnuplot with the wxt terminal.