Skip to main content

Module matrix

Module matrix 

Source
Expand description

Small dense matrices with checked access, for estimators.

Dimensions are type parameters: shape mismatches do not compile, nothing allocates. Elements are accessed through methods, not indexing: the workspace denies indexing_slicing, since a bounds panic aborts the process. Every loop is bounded by a compile-time dimension.

Not a general linear-algebra library: only what a Kalman filter needs — products, transposes, sums, and a Cholesky factorisation that reports non-positive-definite input — panic-free and deterministic.

Structs§

Cholesky
Cholesky factor of a positive definite matrix, for solving.
Matrix
Dense R × C f64 matrix.

Type Aliases§

Vector
Column vector of N elements.