lapack-0.2.4: Numerical Linear Algebra using LAPACK

Safe HaskellNone

Numeric.LAPACK.Matrix.Square

Synopsis

Documentation

type Square sh = Array (Square sh)Source

size :: Square sh a -> shSource

toFull :: (C vert, C horiz) => Square sh a -> Full vert horiz sh sh aSource

toGeneral :: Square sh a -> General sh sh aSource

fromGeneral :: Eq sh => General sh sh a -> Square sh aSource

fromList :: (C sh, Storable a) => sh -> [a] -> Square sh aSource

transpose :: Square sh a -> Square sh aSource

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

conjugate transpose

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

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

identityFromWidth :: (C height, C width, Floating a) => General height width a -> Square width aSource

identityFromHeight :: (C height, C width, Floating a) => General height width a -> Square height aSource

diagonal :: (C sh, Floating a) => Vector sh a -> Square sh aSource

takeDiagonal :: (C sh, Floating a) => Square sh a -> Vector sh aSource

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

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

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

power :: (C sh, Floating a) => Integer -> Square sh a -> Square sh aSource

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

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

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

eigenvalues :: (C sh, Floating a) => Square sh a -> Vector sh (ComplexOf a)Source

schur :: (C sh, Floating a) => Square sh a -> (Square sh a, Square sh a)Source

If (q,r) = schur a, then a = q <> adjoint q, where q is unitary (orthogonal) and r is a right-upper triangular matrix for complex a and a 1x1-or-2x2-block upper triangular matrix for real a. With takeDiagonal r you get all eigenvalues of a if a is complex and the real parts of the eigenvalues if a is real. Complex conjugated eigenvalues of a real matrix a are encoded as 2x2 blocks along the diagonal.

eigensystem :: (C sh, Floating a) => Square sh a -> (Square sh (ComplexOf a), Vector sh (ComplexOf a), Square sh (ComplexOf a))Source

(vr,d,vl) = eigensystem a

Counterintuitively, vr contains the right eigenvectors and vl contains the left eigenvectors as columns. The idea is to provide a decomposition of a. If a is diagonalizable, then vr and vl are almost inverse to each other. More precisely, adjoint vl <#> vr is a diagonal matrix. This is because all eigenvectors are normalized to Euclidean norm 1. With the following scaling, the decomposition becomes perfect:

 let scal = Array.map recip $ takeDiagonal $ adjoint vl <#> vr
 a == vr <#> diagonal d <#> diagonal scal <#> adjoint vl

If a is non-diagonalizable then some columns of vr and vl are left zero and the above property does not hold.