lapack-0.2.4: Numerical Linear Algebra using LAPACK

Safe HaskellNone

Numeric.LAPACK.Linear.LowerUpper

Synopsis

Documentation

data LowerUpper vert horiz height width a Source

Instances

(Show height, Show width, Show a, Storable a, C height, C width, C vert, C horiz) => Show (LowerUpper vert horiz height width a) 
(C vert, C horiz, C height, C width, Floating a) => Format (LowerUpper vert horiz height width a) 

mapExtent :: (C vertA, C horizA) => (C vertB, C horizB) => Map vertA horizA vertB horizB height width -> LowerUpper vertA horizA height width a -> LowerUpper vertB horizB height width aSource

fromMatrix :: (C vert, C horiz, C height, C width, Floating a) => Full vert horiz height width a -> LowerUpper vert horiz height width aSource

LowerUpper.fromMatrix a computes the LU decomposition of matrix a with row pivotisation.

You can reconstruct a from lu depending on wether a is tall or wide.

 LU.multiplyP False lu $ LU.extractL lu <#> LU.tallExtractU lu
 LU.multiplyP False lu $ LU.wideExtractL lu <#> LU.extractU lu

toMatrix :: (C vert, C horiz, C height, Eq height, C width, Eq width, Floating a) => LowerUpper vert horiz height width a -> Full vert horiz height width aSource

solve :: (C vert, C horiz, Eq height, C height, C width, Floating a) => Square height a -> Full vert horiz height width a -> Full vert horiz height width aSource

multiplyFullRight :: (C vert, C horiz, C height, Eq height, C width, C fuse, Eq fuse, Floating a) => LowerUpper vert horiz height fuse a -> Full vert horiz fuse width a -> Full vert horiz height width aSource

determinant :: (C sh, Floating a, Eq a) => Square sh a -> aSource

Caution: LU.determinant . LU.fromMatrix will fail for singular matrices.

extractP :: (C vert, C horiz, C height) => Inversion -> LowerUpper vert horiz height width a -> Permutation heightSource

multiplyP :: (C vertA, C horizA, C vertB, C horizB, Eq height, C height, C widthA, C widthB, Floating a) => Inversion -> LowerUpper vertA horizA height widthA a -> Full vertB horizB height widthB a -> Full vertB horizB height widthB aSource

extractL :: (C vert, C horiz, C height, C width, Floating a) => LowerUpper vert horiz height width a -> Full vert horiz height width aSource

wideExtractL :: (C horiz, C height, C width, Floating a) => LowerUpper Small horiz height width a -> UnitLower height aSource

wideMultiplyL :: (C horizA, C vert, C horiz, C height, Eq height, C widthA, C widthB, Floating a) => Transposition -> LowerUpper Small horizA height widthA a -> Full vert horiz height widthB a -> Full vert horiz height widthB aSource

wideMultiplyL transposed lu a multiplies the square part of lu containing the lower triangular matrix with a.

 wideMultiplyL False lu a == wideExtractL lu <#> a
 wideMultiplyL True lu a == wideExtractL (Tri.transposeUp lu) <#> a

wideSolveL :: (C horizA, C vert, C horiz, C height, Eq height, C width, C nrhs, Floating a) => Transposition -> Conjugation -> LowerUpper Small horizA height width a -> Full vert horiz height nrhs a -> Full vert horiz height nrhs aSource

extractU :: (C vert, C horiz, C height, C width, Floating a) => LowerUpper vert horiz height width a -> Full vert horiz height width aSource

tallExtractU :: (C vert, C height, C width, Floating a) => LowerUpper vert Small height width a -> Upper width aSource

tallMultiplyU :: (C vertA, C vert, C horiz, C height, Eq height, C heightA, C widthB, Floating a) => Transposition -> LowerUpper vertA Small heightA height a -> Full vert horiz height widthB a -> Full vert horiz height widthB aSource

tallMultiplyU transposed lu a multiplies the square part of lu containing the upper triangular matrix with a.

 tallMultiplyU False lu a == tallExtractU lu <#> a
 tallMultiplyU True lu a == tallExtractU (Tri.transposeDown lu) <#> a

tallSolveU :: (C vertA, C vert, C horiz, C height, C width, Eq width, C nrhs, Floating a) => Transposition -> Conjugation -> LowerUpper vertA Small height width a -> Full vert horiz width nrhs a -> Full vert horiz width nrhs aSource

caseTallWide :: (C vert, C horiz, C height, C width) => LowerUpper vert horiz height width a -> Either (Tall height width a) (Wide height width a)Source