Quant.Math.Utilities

Documentation

tdmaSolver :: (Fractional a, Ord a) => [a] -> [a] -> [a] -> [a] -> [a]

Tridiagonal matrix solver. Pretty simple.

cotraverseVec :: (Unbox b1, Unbox b, Functor f) => (f b1 -> b) -> Int -> f (Vector b1) -> Vector b

Something similar to cotraverse in the Distributive package, but specialized to unboxed vectors, which are not functors.