Module compute::linalg

Provides general linear algebra methods and matrix decompositions with a focus on low-dimensional data.

Modules

lu	Implements LU decomposition and system solving with the decomposition.

Functions

col_to_row_major	Convert a 1D matrix from column-major ordering into row-major ordering.
design	Create a design matrix from a given matrix.
diag	Extract the diagonal elements of a matrix.
dot	Calculates the dot product of two equal-length vectors. When the feature "blas" is enabled, uses ddot from BLAS. Otherwise, uses a length-8 unrolled loop.
inf_norm	Calculates the infinity norm of a matrix. That is, it sums the absolute values along each row, and then returns the largest of these values.
invert_matrix	Given an n by n matrix, invert it. The resulting matrix is returned as a flattened array.
is_matrix	Checks whether a 1D array is a valid matrix representation given the number of rows.
is_square	Checks whether a 1D array is a valid square matrix.
matmul	Multiply two matrices together, optionally transposing one or both of them.
matmul_blocked	Performs blocked matrix multiplication with block size bsize. See the API for the matmul.
norm	Calculates the norm of a vector.
row_to_col_major	Convert a 1D matrix from row-major ordering into column-major ordering.
solve	Solve the linear system Ax = b with LU decomposition.
solve_sys	Solves a system of linear scalar equations. a must represent a square matrix.
toeplitz	Given a vector of length n, creates n stacked duplicates, resulting in a square Toeplitz matrix. This function also assumes evenness. That is, x_i = x_{-i}.
transpose	Transpose a matrix.
vandermonde	Given some length m data x, create an nth order Vandermonde matrix.
xtx	Given a matrix X with k rows, return X transpose times X, which is a symmetric matrix.