koblas
com.eignex.koblas/dense/F64LinearAlgebra.kt

applyQ

fun F64QrDecomposition.applyQ(y: DoubleArray, transpose: Boolean = false): DoubleArray(source)

Q · y, or Qᵀ · y when transpose, without forming Q; see F64Decompositions.applyQ.

ldl

fun F64DenseMatrix.ldl(workspace: Workspace? = null, uplo: Uplo = Uplo.FULL): F64LdlDecomposition(source)

Symmetric indefinite factorization A = L·D·Lᵀ with the active backend. Uplo.FULL checks that both triangles agree; Uplo.LOWER or Uplo.UPPER selects one triangle without checking the other.

lu

fun F64DenseMatrix.lu(): F64LuDecomposition(source)

LU-factorize this square matrix with the active backend (koblas); see F64Decompositions.factor.

qr

fun F64DenseMatrix.qr(workspace: Workspace? = null): F64QrDecomposition(source)

QR factorization A = Q·R with the active backend; see F64Decompositions.qr.

qrPivoted

fun F64DenseMatrix.qrPivoted(tolerance: Double = AUTOMATIC_RANK_TOLERANCE, workspace: Workspace? = null): F64PivotedQrDecomposition(source)

QR with column pivoting, A·P = Q·R, with the active backend; see F64Decompositions.qrPivoted.

rcond

fun F64LuDecomposition.rcond(anorm: Double, workspace: Workspace? = null): Double(source)

Reciprocal condition estimate, given the 1-norm anorm of the matrix it came from; see F64Decompositions.rcond. Pair it with com.eignex.koblas.norm1, computed before factoring.

solve

fun F64CholeskyDecomposition.solve(b: DoubleArray): DoubleArray(source)

Solve A · x = b for this factorization with the active backend; see F64Decompositions.solve.

fun F64LuDecomposition.solve(b: DoubleArray, transpose: Boolean = false): DoubleArray(source)

Solve A · x = b (or Aᵀ · x = b when transpose) for this factorization with the active backend.

fun F64LuDecomposition.solve(b: F64DenseMatrix, transpose: Boolean = false): F64DenseMatrix(source)

Solve A · X = B for the columns of b at once (LAPACK dgetrs with nrhs).

fun F64LdlDecomposition.solve(b: DoubleArray): DoubleArray(source)

Solve A · x = b for this symmetric indefinite factorization; see F64Decompositions.solve.

fun F64LdlDecomposition.solve(b: F64DenseMatrix): F64DenseMatrix(source)

Solve A · X = B for the columns of b at once (LAPACK dsytrs with nrhs).

fun F64QrDecomposition.solve(b: DoubleArray, minimumNorm: Boolean = false, workspace: Workspace? = null): DoubleArray(source)

Solve this QR factorization; minimumNorm solves a wide original system from qr(Aᵀ).

fun F64PivotedQrDecomposition.solve(b: DoubleArray, workspace: Workspace? = null): DoubleArray(source)

Least-squares solution against this rank-revealing factorization; see F64Decompositions.solve.