dsp-0.2.4.1: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

Matrix.LU

Description

Module implementing LU decomposition and related functions

Synopsis

Documentation

lu Source #

Arguments

:: Array (Int, Int) Double

A

-> Array (Int, Int) Double

LU(A)

LU decomposition via Crout's Algorithm

lu_solve Source #

Arguments

:: Array (Int, Int) Double

LU(A)

-> Array Int Double

b

-> Array Int Double

x

Solution to Ax=b via LU decomposition

improve Source #

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

inverse Source #

Arguments

:: Array (Int, Int) Double

A

-> Array (Int, Int) Double

A^-1

Matrix inversion via LU decomposition

lu_det Source #

Arguments

:: Array (Int, Int) Double

LU(A)

-> Double

det(A)

Determinant of a matrix via LU decomposition

solve Source #

Arguments

:: Array (Int, Int) Double

A

-> Array Int Double

b

-> Array Int Double

x

LU solver using original matrix

det Source #

Arguments

:: Array (Int, Int) Double

A

-> Double

det(A)

Determinant computation by implicit LU decomposition with permutations.