lapack-0.2.1: Numerical Linear Algebra using LAPACK

Safe HaskellNone

Numeric.LAPACK.Matrix.BandedHermitianPositiveDefinite

Synopsis

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 aSource

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 aSource

 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 aSource

Cholesky decomposition

determinant :: (Natural offDiag, C size, Floating a) => BandedHermitian offDiag size a -> RealOf aSource