linalg 1.6.1
A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
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Provides a set of common linear algebra routines. More...
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interface | cholesky_factor |
Computes the Cholesky factorization of a symmetric, positive definite matrix. More... | |
interface | cholesky_rank1_downdate |
Computes the rank 1 downdate to a Cholesky factored matrix (upper triangular). More... | |
interface | cholesky_rank1_update |
Computes the rank 1 update to a Cholesky factored matrix (upper triangular). More... | |
interface | det |
Computes the determinant of a square matrix. More... | |
interface | diag_mtx_mult |
Multiplies a diagonal matrix with another matrix or array. More... | |
interface | eigen |
Computes the eigenvalues, and optionally the eigenvectors, of a matrix. More... | |
interface | form_lu |
Extracts the L and U matrices from the condensed [L\U] storage format used by the lu_factor. More... | |
interface | form_qr |
Forms the full M-by-M orthogonal matrix Q from the elementary reflectors returned by the base QR factorization algorithm. More... | |
interface | lu_factor |
Computes the LU factorization of an M-by-N matrix. More... | |
interface | mtx_inverse |
Computes the inverse of a square matrix. More... | |
interface | mtx_mult |
Performs the matrix operation: \( C = \alpha op(A) op(B) + \beta C \). More... | |
interface | mtx_pinverse |
Computes the Moore-Penrose pseudo-inverse of a M-by-N matrix using the singular value decomposition of the matrix. More... | |
interface | mtx_rank |
Computes the rank of a matrix. More... | |
interface | mult_qr |
Multiplies a general matrix by the orthogonal matrix Q from a QR factorization. More... | |
interface | mult_rz |
Multiplies a general matrix by the orthogonal matrix Z from an RZ factorization. More... | |
interface | qr_factor |
Computes the QR factorization of an M-by-N matrix. More... | |
interface | qr_rank1_update |
Computes the rank 1 update to an M-by-N QR factored matrix A (M >= N) where \( A = Q R \), and \( A1 = A + U V^T \) such that \( A1 = Q1 R1 \). More... | |
interface | rank1_update |
Performs the rank-1 update to matrix A such that: \( A = \alpha X Y^T + A \), where \( A \) is an M-by-N matrix, \( \alpha \)is a scalar, \( X \) is an M-element array, and \( Y \) is an N-element array. In the event that \( Y \) is complex, \( Y^H \) is used instead of \( Y^T \). More... | |
interface | recip_mult_array |
Multiplies a vector by the reciprocal of a real scalar. More... | |
interface | rz_factor |
Factors an upper trapezoidal matrix by means of orthogonal transformations such that \( A = R Z = (R 0) Z \). Z is an orthogonal matrix of dimension N-by-N, and R is an M-by-M upper triangular matrix. More... | |
interface | solve_cholesky |
Solves a system of Cholesky factored equations. More... | |
interface | solve_least_squares |
Solves the overdetermined or underdetermined system \( A X = B \) of M equations of N unknowns. Notice, it is assumed that matrix A has full rank. More... | |
interface | solve_least_squares_full |
Solves the overdetermined or underdetermined system \( A X = B \) of M equations of N unknowns, but uses a full orthogonal factorization of the system. More... | |
interface | solve_least_squares_svd |
Solves the overdetermined or underdetermined system \( A X = B \) of M equations of N unknowns using a singular value decomposition of matrix A. More... | |
interface | solve_lu |
Solves a system of LU-factored equations. More... | |
interface | solve_qr |
Solves a system of M QR-factored equations of N unknowns. More... | |
interface | solve_triangular_system |
Solves a triangular system of equations. More... | |
interface | sort |
Sorts an array. More... | |
interface | svd |
Computes the singular value decomposition of a matrix A. The SVD is defined as: \( A = U S V^T \), where \( U \) is an M-by-M orthogonal matrix, \( S \) is an M-by-N diagonal matrix, and \( V \) is an N-by-N orthogonal matrix. More... | |
interface | swap |
Swaps the contents of two arrays. More... | |
interface | trace |
Computes the trace of a matrix (the sum of the main diagonal elements). More... | |
interface | tri_mtx_mult |
Computes the triangular matrix operation: \( B = \alpha A^T A + \beta B \), or \( B = \alpha A A^T + \beta B \), where A is a triangular matrix. More... | |
Provides a set of common linear algebra routines.