MatrixDecomposition

sklears_utils::linear_algebra

Struct MatrixDecomposition

pub struct MatrixDecomposition;

Expand description

Matrix decomposition utilities

Implementations§

impl MatrixDecomposition

pub fn lu_decomposition( matrix: &Array2<f64>, ) -> Result<(Array2<f64>, Array2<f64>, Array2<f64>), UtilsError>

Compute LU decomposition with partial pivoting Returns (L, U, P) where PA = LU

pub fn qr_decomposition( matrix: &Array2<f64>, ) -> Result<(Array2<f64>, Array2<f64>), UtilsError>

Compute QR decomposition using Gram-Schmidt process Returns (Q, R) where A = QR

pub fn svd_power_iteration( matrix: &Array2<f64>, max_iterations: usize, tolerance: f64, ) -> Result<(Array2<f64>, Array1<f64>, Array2<f64>), UtilsError>

Compute Singular Value Decomposition (SVD) using power iteration Returns (U, S, Vt) where A = U * S * Vt

pub fn cholesky_decomposition( matrix: &Array2<f64>, ) -> Result<Array2<f64>, UtilsError>

Compute Cholesky decomposition for positive definite matrices Returns L where A = L * L^T

Auto Trait Implementations§

impl Freeze for MatrixDecomposition

impl RefUnwindSafe for MatrixDecomposition

impl Send for MatrixDecomposition

impl Sync for MatrixDecomposition

impl Unpin for MatrixDecomposition

impl UnwindSafe for MatrixDecomposition

Blanket Implementations§

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