| Value | Description |
|---|
val cholesky : matrix -> matrix |
Decompose a symmetric positive-definite matrix A into
A = L L^T, returning the lower-triangular matrix L.
|
val determinant : matrix -> float |
Compute the determinant of a matrix
|
val inverse : matrix -> matrix |
Matrix inverse
|
val linear_solve : matrix -> (vector -> vector) |
Given a matrix, return a function that multiplies the given vector by the inverse of the matrix
|
val lu : matrix -> matrix * int array |
Decompose the given matrix A into a lower-triangular
matrix L and upper triangular matrix U such that
A = LU, returning (L, U).
|
val svd : matrix -> matrix * matrix * matrix |
Compute the Singular Value Decomposition (SVD) of a matrix, representing it as the product of three
matrices U, S and V^T where U and V are unitary and S is diagonal.
|
val symmetric_eigen : matrix -> (float * vector) array |
Compute the real-valued eigenvalues and corresponding eigenvectors of a real symmetric matrix
|