module Linalg: Owl_linalg
type Owl_dense_real.mat
val inv : dsmat -> dsmat
A general square matrix A has an LU decomposition into upper and lower triangular matrices,
P A = L U where P is a permutation matrix, L is unit lower triangular matrix and U is upper triangular matrix. For square matrices this decomposition can be used to convert the linear system A x = b into a pair of triangular systems (L y = P b, U x = y), which can be solved by forward and back-substitution. Note that the LU decomposition is valid for singular matrices.
val det : dsmat -> float
det x computes the determinant of a matrix x from its LU decomposition.
val qr : dsmat -> dsmat * dsmat
qr x calculates QR decomposition for an m by n matrix x as
x = Q R. Q is an m by m square matrix (where Q^T Q = I) and R is
an m by n right-triangular matrix.
val qr_sqsolve : dsmat -> dsmat -> dsmat
val qr_lssolve : dsmat -> dsmat -> dsmat * dsmat
val svd : dsmat -> dsmat * dsmat * dsmat
svd x calculates the singular value decomposition of x, and returns a
tuple (u,s,v). u is an m by n orthogonal matrix, s an n by 1
matrix of singular values, and v is the transpose of an n by n
orthogonal square matrix.
val cholesky : dsmat -> dsmat
val is_posdef : dsmat -> bool
is_posdef x checks whether x is a positive semi-definite matrix.
val symmtd : dsmat -> dsmat * dsmat * dsmat
val bidiag : dsmat ->
dsmat * dsmat * dsmat * dsmat
val tridiag_solve : dsmat -> dsmat -> dsmat
val symm_tridiag_solve : dsmat -> dsmat -> dsmat