Numeric.LAPACK.Matrix.Hermitian

Documentation

type FlexHermitian neg zero pos sh = FlexHermitianP Packed neg zero pos sh

The definiteness tags mean:

• neg == False: There is no x with x^T * A * x < 0.
• zero == False: There is no x with x^T * A * x = 0.
• pos == False: There is no x with x^T * A * x > 0.

If a tag is True then this imposes no further restriction on the matrix.

type Hermitian sh = HermitianP Packed sh

type HermitianPosDef sh = HermitianPosDefP Packed sh

type HermitianPosSemidef sh = HermitianPosSemidefP Packed sh

data Transposition

Constructors

NonTransposed

Transposed

Instances

Monoid Transposition

Defined in Numeric.BLAS.Matrix.Modifier

Methods

mempty :: Transposition

mappend :: Transposition -> Transposition -> Transposition

mconcat :: [Transposition] -> Transposition

Semigroup Transposition

Defined in Numeric.BLAS.Matrix.Modifier

Methods

(<>) :: Transposition -> Transposition -> Transposition

sconcat :: NonEmpty Transposition -> Transposition

stimes :: Integral b => b -> Transposition -> Transposition

Bounded Transposition

Defined in Numeric.BLAS.Matrix.Modifier

Methods

minBound :: Transposition

maxBound :: Transposition

Enum Transposition

Defined in Numeric.BLAS.Matrix.Modifier

Methods

succ :: Transposition -> Transposition

pred :: Transposition -> Transposition

toEnum :: Int -> Transposition

fromEnum :: Transposition -> Int

enumFrom :: Transposition -> [Transposition]

enumFromThen :: Transposition -> Transposition -> [Transposition]

enumFromTo :: Transposition -> Transposition -> [Transposition]

enumFromThenTo :: Transposition -> Transposition -> Transposition -> [Transposition]

Show Transposition

Defined in Numeric.BLAS.Matrix.Modifier

Methods

showsPrec :: Int -> Transposition -> ShowS

show :: Transposition -> String

showList :: [Transposition] -> ShowS

Eq Transposition

Defined in Numeric.BLAS.Matrix.Modifier

Methods

(==) :: Transposition -> Transposition -> Bool

(/=) :: Transposition -> Transposition -> Bool

class (C neg, C pos) => Semidefinite neg pos

Instances

Semidefinite False True

Defined in Numeric.LAPACK.Matrix.Array.Hermitian

Semidefinite True False

Defined in Numeric.LAPACK.Matrix.Array.Hermitian

assureFullRank :: (Semidefinite neg pos, C zero) => AnyHermitianP pack neg zero pos bands sh a -> AnyHermitianP pack neg False pos bands sh a

assureAnyRank :: (Semidefinite neg pos, C zero) => AnyHermitianP pack neg True pos bands sh a -> AnyHermitianP pack neg zero pos bands sh a

relaxSemidefinite :: (C neg, C zero, C pos) => AnyHermitianP pack neg False pos bands sh a -> AnyHermitianP pack neg zero pos bands sh a

relaxIndefinite :: (C neg, C zero, C pos) => AnyHermitianP pack neg zero pos bands sh a -> Quadratic pack HermitianUnknownDefiniteness bands bands sh a

assurePositiveDefiniteness :: (C neg, C zero, C pos) => AnyHermitianP pack neg zero pos bands sh a -> Quadratic pack HermitianPositiveDefinite bands bands sh a

relaxDefiniteness :: (C neg, C zero, C pos) => Quadratic pack HermitianPositiveDefinite bands bands sh a -> AnyHermitianP pack neg zero pos bands sh a

asUnknownDefiniteness :: Id (Quadratic pack HermitianUnknownDefiniteness bands bands sh a)

pack :: (Packing pack, C neg, C zero, C pos, C sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> FlexHermitian neg zero pos sh a

size :: FlexHermitianP pack neg zero pos sh a -> sh

fromList :: (C sh, Floating a) => Order -> sh -> [a] -> Hermitian sh a

autoFromList :: Floating a => Order -> [a] -> Hermitian ShapeInt a

identity :: (C sh, Floating a) => Order -> sh -> HermitianPosDef sh a

diagonal :: (C sh, Floating a) => Order -> Vector sh (RealOf a) -> Hermitian sh a

takeDiagonal :: (C neg, C zero, C pos, C sh, Floating a) => FlexHermitian neg zero pos sh a -> Vector sh (RealOf a)

forceOrder :: (Packing pack, C neg, C zero, C pos, C sh, Floating a) => Order -> FlexHermitianP pack neg zero pos sh a -> FlexHermitianP pack neg zero pos sh a

stack :: (Packing pack, C sh0, Eq sh0, C sh1, Eq sh1, Floating a) => HermitianP pack sh0 a -> General sh0 sh1 a -> HermitianP pack sh1 a -> HermitianP pack (sh0 ::+ sh1) a

toSquare (stack a b c)

=

toSquare a ||| b
===
adjoint b ||| toSquare c

It holds order (stack a b c) = order b. The function is most efficient when the order of all blocks match.

(*%%%#) :: (Packing pack, C sh0, Eq sh0, C sh1, Eq sh1, Floating a) => (HermitianP pack sh0 a, General sh0 sh1 a) -> HermitianP pack sh1 a -> HermitianP pack (sh0 ::+ sh1) a infixr 2

split :: (Packing pack, C neg, C zero, C pos, C sh0, C sh1, Floating a) => FlexHermitianP pack neg zero pos (sh0 ::+ sh1) a -> (FlexHermitianP pack neg zero pos sh0 a, General sh0 sh1 a, FlexHermitianP pack neg zero pos sh1 a)

takeTopLeft :: (Packing pack, C neg, C zero, C pos, C sh0, C sh1, Floating a) => FlexHermitianP pack neg zero pos (sh0 ::+ sh1) a -> FlexHermitianP pack neg zero pos sh0 a

Sub-matrices maintain definiteness of the original matrix. Consider x^* A x > 0. Then y^* (take A) y = x^* A x where some components of x are zero.

takeTopRight :: (Packing pack, C neg, C zero, C pos, C sh0, C sh1, Floating a) => FlexHermitianP pack neg zero pos (sh0 ::+ sh1) a -> General sh0 sh1 a

takeBottomRight :: (Packing pack, C neg, C zero, C pos, C sh0, C sh1, Floating a) => FlexHermitianP pack neg zero pos (sh0 ::+ sh1) a -> FlexHermitianP pack neg zero pos sh1 a

toSquare :: (Packing pack, C neg, C zero, C pos, C sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> Square sh a

fromSymmetric :: (Packing pack, C sh, Real a) => SymmetricP pack sh a -> HermitianP pack sh a

negate :: (C neg, C zero, C pos, C sh, Floating a) => AnyHermitianP pack neg zero pos bands sh a -> AnyHermitianP pack pos zero neg bands sh a

multiplyVector :: Packing pack => (C neg, C zero, C pos, C sh, Eq sh, Floating a) => Transposition -> FlexHermitianP pack neg zero pos sh a -> Vector sh a -> Vector sh a

multiplyFull :: Packing pack => (C neg, C zero, C pos, Measure meas, C vert, C horiz, C height, Eq height, C width, Floating a) => Transposition -> FlexHermitianP pack neg zero pos height a -> Full meas vert horiz height width a -> Full meas vert horiz height width a

square :: Packing pack => (C neg, C zero, C pos, C sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> FlexHermitianP pack neg zero pos sh a

outer :: (Packing pack, C sh, Floating a) => Order -> Vector sh a -> HermitianPosSemidefP pack sh a

sumRank1 :: (Packing pack, C sh, Eq sh, Floating a) => Order -> sh -> [(RealOf a, Vector sh a)] -> HermitianPosSemidefP pack sh a

sumRank1NonEmpty :: (Packing pack, C sh, Eq sh, Floating a) => Order -> T [] (RealOf a, Vector sh a) -> HermitianPosSemidefP pack sh a

sumRank2 :: (Packing pack, C sh, Eq sh, Floating a) => Order -> sh -> [(a, (Vector sh a, Vector sh a))] -> HermitianP pack sh a

sumRank2NonEmpty :: (Packing pack, C sh, Eq sh, Floating a) => Order -> T [] (a, (Vector sh a, Vector sh a)) -> HermitianP pack sh a

gramian :: Packing pack => (C height, C width, Floating a) => General height width a -> HermitianPosSemidefP pack width a

gramian A = A^H * A

gramianAdjoint :: Packing pack => (C height, C width, Floating a) => General height width a -> HermitianPosSemidefP pack height a

gramianAdjoint A = A * A^H = gramian (A^H)

congruenceDiagonal :: Packing pack => (C height, Eq height, C width, Floating a) => Vector height (RealOf a) -> General height width a -> HermitianP pack width a

congruenceDiagonal D A = A^H * D * A

congruenceDiagonalAdjoint :: Packing pack => (C height, C width, Eq width, Floating a) => General height width a -> Vector width (RealOf a) -> HermitianP pack height a

congruenceDiagonalAdjoint A D = A * D * A^H

congruence :: Packing pack => (C neg, C pos, C height, Eq height, C width, Floating a) => FlexHermitianP pack neg True pos height a -> General height width a -> FlexHermitianP pack neg True pos width a

congruence B A = A^H * B * A

congruenceAdjoint :: Packing pack => (C neg, C pos, C height, C width, Eq width, Floating a) => General height width a -> FlexHermitianP pack neg True pos width a -> FlexHermitianP pack neg True pos height a

congruenceAdjoint B A = A * B * A^H

anticommutator :: Packing pack => (Measure meas, C vert, C horiz, C height, Eq height, C width, Eq width, Floating a) => Full meas vert horiz height width a -> Full meas vert horiz height width a -> HermitianP pack width a

anticommutator A B = A^H * B + B^H * A

Not exactly a matrix anticommutator, thus I like to call it Hermitian anticommutator.

anticommutatorAdjoint :: Packing pack => (Measure meas, C vert, C horiz, C height, Eq height, C width, Eq width, Floating a) => Full meas vert horiz height width a -> Full meas vert horiz height width a -> HermitianP pack height a

anticommutatorAdjoint A B = A * B^H + B * A^H = anticommutator (adjoint A) (adjoint B)

addAdjoint :: (Packing pack, C sh, Floating a) => Square sh a -> HermitianP pack sh a

addAdjoint A = A^H + A

solve :: Packing pack => (C neg, C zero, C pos, Measure meas, C vert, C horiz, C sh, Eq sh, C nrhs, Floating a) => FlexHermitianP pack neg zero pos sh a -> Full meas vert horiz sh nrhs a -> Full meas vert horiz sh nrhs a

inverse :: (Packing pack, C neg, C zero, C pos, C sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> FlexHermitianP pack neg zero pos sh a

determinant :: (Packing pack, C neg, C zero, C pos, C sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> RealOf a

eigenvalues :: (Packing pack, C neg, C zero, C pos, Permutable sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> Vector sh (RealOf a)

eigensystem :: (Packing pack, C neg, C zero, C pos, Permutable sh, Floating a) => FlexHermitianP pack neg zero pos sh a -> (Square sh a, Vector sh (RealOf a))

For symmetric eigenvalue problems, eigensystem and schur coincide.