Matrix.LU
 Portability portable Stability experimental Maintainer m.p.donadio@ieee.org
Description
Module implementing LU decomposition and related functions
Synopsis
 lu :: Array (Int, Int) Double -> Array (Int, Int) Double lu_solve :: Array (Int, Int) Double -> Array Int Double -> Array Int Double improve :: Array (Int, Int) Double -> Array (Int, Int) Double -> Array Int Double -> Array Int Double -> Array Int Double inverse :: Array (Int, Int) Double -> Array (Int, Int) Double lu_det :: Array (Int, Int) Double -> Double solve :: Array (Int, Int) Double -> Array Int Double -> Array Int Double det :: Array (Int, Int) Double -> Double
Documentation
lu
 :: Array (Int, Int) Double A -> Array (Int, Int) Double LU(A) LU decomposition via Crout's Algorithm
lu_solve
 :: Array (Int, Int) Double LU(A) -> Array Int Double b -> Array Int Double x Solution to Ax=b via LU decomposition
improve
 :: Array (Int, Int) Double A -> Array (Int, Int) Double LU(A) -> Array Int Double b -> Array Int Double x -> Array Int Double x' Improve a solution to Ax=b via LU decomposition
inverse
 :: Array (Int, Int) Double A -> Array (Int, Int) Double A^-1 Matrix inversion via LU decomposition
lu_det
 :: Array (Int, Int) Double LU(A) -> Double det(A) Determinant of a matrix via LU decomposition
solve
 :: Array (Int, Int) Double A -> Array Int Double b -> Array Int Double x LU solver using original matrix
det
 :: Array (Int, Int) Double A -> Double det(A) determinant using original matrix