Module modcholesky::utils

Utility functions

Functions

diag_mat_from_arr	Builds a diagonal matrix from a 1D slice
eigenvalues_2x2	Computes the Eigenvalues of a 2x2 matrix
index_of_largest	Returns the index of the largest element in a 1D array
index_of_largest_abs	Returns the index of the element with the largest absolute value in a 1D array
index_to_permutation_mat	Returns the permutation matrix for a vector of permuted indices
random_diagonal	Returns a random diagonal matrix with Eigenvalues inbetween eig_range_min and eig_range_max. The minimum number of negative eigenvalues can be specified with min_neg_eigenvalues. Takes a seed for random values.
random_householder	Returns a random Householder matrix of dimension dim and with seed seed.
swap_columns	Swaps columns idx1 and idx2 of matrix mat
swap_rows	Swaps rows idx1 and idx2 of matrix mat