Numeric.LAPACK.Matrix.HermitianPositiveDefinite

Documentation

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

solveDecomposed :: (C vert, C horiz, C sh, Eq sh, C nrhs, Floating a) => Upper sh a -> Full vert horiz sh nrhs a -> Full vert horiz sh nrhs a

 solve a b == solveDecomposed (decompose a) b
 solve (covariance u) b == solveDecomposed u b

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

decompose :: (C sh, Floating a) => Hermitian sh a -> Upper sh a

Cholesky decomposition

determinant :: (C sh, Floating a) => Hermitian sh a -> RealOf a