dsp-0.2: Digital Signal Processing Contents Index

Matrix.LU Portability portable Stability experimental Maintainer m.p.donadio@ieee.org

Description

Module implementing LU decomposition and related functions

Synopsis

lu :: Array (Int, Int) Double -> Array (Int, Int) Double lu_solve :: Array (Int, Int) Double -> Array Int Double -> Array Int Double improve :: Array (Int, Int) Double -> Array (Int, Int) Double -> Array Int Double -> Array Int Double -> Array Int Double inverse :: Array (Int, Int) Double -> Array (Int, Int) Double lu_det :: Array (Int, Int) Double -> Double solve :: Array (Int, Int) Double -> Array Int Double -> Array Int Double det :: Array (Int, Int) Double -> Double

Documentation

lu

:: Array (Int, Int) Double A -> Array (Int, Int) Double LU(A) LU decomposition via Crout's Algorithm

lu_solve

:: Array (Int, Int) Double LU(A) -> Array Int Double b -> Array Int Double x Solution to Ax=b via LU decomposition

improve

:: 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

:: Array (Int, Int) Double A -> Array (Int, Int) Double A^-1 Matrix inversion via LU decomposition

lu_det

:: Array (Int, Int) Double LU(A) -> Double det(A) Determinant of a matrix via LU decomposition

solve

:: Array (Int, Int) Double A -> Array Int Double b -> Array Int Double x LU solver using original matrix

det

:: Array (Int, Int) Double A -> Double det(A) determinant using original matrix

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