Safe Haskell	None
Language	Haskell98

Numeric.LAPACK.Matrix.BandedHermitianPositiveDefinite

Synopsis

solve :: (Natural offDiag, C size, Eq size, C vert, C horiz, C nrhs, Floating a) => BandedHermitian offDiag size a -> Full vert horiz size nrhs a -> Full vert horiz size nrhs a
solveDecomposed :: (Natural offDiag, C size, Eq size, C vert, C horiz, C nrhs, Floating a) => Upper offDiag size a -> Full vert horiz size nrhs a -> Full vert horiz size nrhs a
decompose :: (Natural offDiag, C size, Floating a) => BandedHermitian offDiag size a -> Upper offDiag size a
determinant :: (Natural offDiag, C size, Floating a) => BandedHermitian offDiag size a -> RealOf a

Documentation

solve :: (Natural offDiag, C size, Eq size, C vert, C horiz, C nrhs, Floating a) => BandedHermitian offDiag size a -> Full vert horiz size nrhs a -> Full vert horiz size nrhs a Source #

solveDecomposed :: (Natural offDiag, C size, Eq size, C vert, C horiz, C nrhs, Floating a) => Upper offDiag size a -> Full vert horiz size nrhs a -> Full vert horiz size nrhs a Source #

solve a b == solveDecomposed (decompose a) b
solve (covariance u) b == solveDecomposed u b

decompose :: (Natural offDiag, C size, Floating a) => BandedHermitian offDiag size a -> Upper offDiag size a Source #

Cholesky decomposition