dsp-0.2.1: Haskell Digital Signal Processing

Portabilityportable
Stabilityexperimental
Maintainerm.p.donadio@ieee.org

Matrix.LU

Description

Module implementing LU decomposition and related functions

Synopsis

Documentation

luSource

Arguments

:: Array (Int, Int) Double

A

-> Array (Int, Int) Double

LU(A)

LU decomposition via Crout's Algorithm

lu_solveSource

Arguments

:: Array (Int, Int) Double

LU(A)

-> Array Int Double

b

-> Array Int Double

x

Solution to Ax=b via LU decomposition

improveSource

Arguments

:: 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

inverseSource

Arguments

:: Array (Int, Int) Double

A

-> Array (Int, Int) Double

A^-1

Matrix inversion via LU decomposition

lu_detSource

Arguments

:: Array (Int, Int) Double

LU(A)

-> Double

det(A)

Determinant of a matrix via LU decomposition

solveSource

Arguments

:: Array (Int, Int) Double

A

-> Array Int Double

b

-> Array Int Double

x

LU solver using original matrix

detSource

Arguments

:: Array (Int, Int) Double

A

-> Double

det(A)

determinant using original matrix