[Home] Module FlyingFrog.LinearAlgebra.Complex

Linear algebra routines for matrices of complex numbers

Value	Description
val cholesky : Matrix<Complex> -> Matrix<Complex>	Decompose a hermitian positive-definite matrix A into A = L L*, returning the lower-triangular matrix L.
val determinant : Matrix<Complex> -> Complex	Compute the determinant of a matrix
val inverse : Matrix<Complex> -> Matrix<Complex>	Matrix inverse
val linear_solve : Matrix<Complex> -> (Vector<Complex> -> Vector<Complex>)	Given a matrix, return a function that multiplies the given vector by the inverse of the matrix
val lu : Matrix<Complex> -> Matrix<Complex> * int array	Decompose the given matrix A into a lower-triangular matrix L and upper triangular matrix U such that A = L U, returning (L, U) and a pivot array.