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Functions |
double | Trace (vector< double > const &M) |
void | Cholesky (vector< double > const &M, vector< double > &L) |
| Cholesky decomposition , M = L * L^T.
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double | Determinant (vector< double > const &L) |
| Determinant.
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void | Matrix_invert (vector< double > const &M, vector< double > &M1) |
| Matrix invert , M1 = M ^(-1).
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void | Matrix_mult (vector< double > const &A, vector< double > const &B, vector< double > &C) |
| Square matrix multiplication C = A * B.
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void | Matrix_Vec_mult (vector< double > const &A, vector< double > const &X, vector< double > &Y) |
| matrix vector multiplication. Y = A * X
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void | Vec_add (vector< double > const &v1, vector< double > const &v2, vector< double > &v3) |
| vector aaddition. v3 = v1 + v2
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void | Vec_sub (vector< double > const &v1, vector< double > const &v2, vector< double > &v3) |
| vector subtraction. v3 = v1 - v2
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void | Vec_copy (vector< double > const &v1, vector< double > &v2) |
| vector copy. v2 = v1
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void | Matrix_transpose (vector< double > const &A, vector< double > &B) |
| Square matrix transpose B = A^T.
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void | Matrix_print (vector< double > const &A) |
| Print a matrix.
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double | Matrix_dist (vector< double > const &A, vector< double > const &B) |
| Matrix L2 distance.
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double | norm (vector< double > const &A) |
| Norm in L2.
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double | norm2 (vector< double > const &A) |
| Norm² in L2.
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uint | norm2 (vector< uint > const &A) |
| Norm² in L2.
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void | Matrix_random (uint N, vector< double > &A) |
| Create a random square matrix.
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void | Matrix_setzero (uint N, vector< double > &A) |
| Create a zero square matrix.
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void | Matrix_setid (uint N, vector< double > &A) |
| Create a identity matrix.
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