Safe Haskell	None
Language	Haskell98

Numeric.LAPACK.Matrix.HermitianPositiveDefinite

Synopsis

solve :: (C vert, C horiz, C sh, Eq sh, C nrhs, Floating a) => Hermitian sh a -> Full vert horiz sh nrhs a -> Full vert horiz sh nrhs a
solveDecomposed :: (C vert, C horiz, C sh, Eq sh, C nrhs, Floating a) => Upper sh a -> Full vert horiz sh nrhs a -> Full vert horiz sh nrhs a
inverse :: (C sh, Floating a) => Hermitian sh a -> Hermitian sh a
decompose :: (C sh, Floating a) => Hermitian sh a -> Upper sh a
determinant :: (C sh, Floating a) => Hermitian sh a -> RealOf a

Documentation

solve :: (C vert, C horiz, C sh, Eq sh, C nrhs, Floating a) => Hermitian sh a -> Full vert horiz sh nrhs a -> Full vert horiz sh nrhs a Source #

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

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

Cholesky decomposition