public interface Lapack
Modifier and Type | Method and Description |
---|---|
void |
geqrf(INDArray A,
INDArray R)
QR decomposiiton of a matrix
Factorize a matrix A such that A = QR
The matrix A is overwritten by the Q component (i.e.
|
void |
gesvd(INDArray A,
INDArray S,
INDArray U,
INDArray VT)
SVD decomposiiton of a matrix
Factorize a matrix into its singular vectors and eigenvalues
The decomposition is such that:
A = U x S x VT
gesvd = singular value decomposition (SVD) of a general matrix (GE)
|
INDArray |
getLFactor(INDArray A)
extracts the L (lower triangular) matrix from the LU factor result
L will be the same dimensions as A
|
INDArray |
getPFactor(int M,
INDArray ipiv)
This method takes one of the ipiv returns from LAPACK and creates
the permutation matrix.
|
INDArray |
getrf(INDArray A)
LU decomposiiton of a matrix
Factorize a matrix A
The matrix A is overridden by the L & U combined.
|
void |
getri(int N,
INDArray A,
int lda,
int[] IPIV,
INDArray WORK,
int lwork,
int INFO)
Generate inverse ggiven LU decomp
|
INDArray |
getUFactor(INDArray A)
extracts the U (upper triangular) matrix from the LU factor result
U will be n x n matrix where n = num cols in A
|
void |
potrf(INDArray A,
boolean lower)
Triangular decomposiiton of a positive definite matrix ( cholesky )
Factorize a matrix A such that A = LL* (assuming lower==true) or
A = U*U (a * represents conjugate i.e.
|
int |
syev(char jobz,
char uplo,
INDArray A,
INDArray V)
Caclulate the eigenvalues and vectors of a symmetric matrix.
|
INDArray getrf(INDArray A)
A
- the input matrix, it will be overwritten with the factorsError
- - with a message to indicate failure (usu. bad params)void geqrf(INDArray A, INDArray R)
A
- the input matrix, it will be overwritten with the factorsThe
- R array if null R is not returnedError
- - with a message to indicate failure (usu. bad params)void potrf(INDArray A, boolean lower)
A
- the input matrix, it will be overwritten with the factorswhether
- to return the upper (false) or lower factorError
- - with a message to indicate failure (usu. bad params)int syev(char jobz, char uplo, INDArray A, INDArray V)
A
- the input matrix, it will be overwritten with the eigenvectorsV
- the resulting eigenvaluesError
- - with a message to indicate failure (usu. bad params)void gesvd(INDArray A, INDArray S, INDArray U, INDArray VT)
A
- the input matrixS
- the eigenvalues as a vectorU
- the left singular vectors as a matrix. Maybe null if no S requiredVT
- the right singular vectors as a (transposed) matrix. Maybe null if no V requiredError
- - with a message to indicate failure (usu. bad params)INDArray getPFactor(int M, INDArray ipiv)
M
- - the size of the permutation matrix ( usu. the # rows in factored matrix )ipiv
- - the vector returned from a refactoringINDArray getLFactor(INDArray A)
A
- - the combined L & U matrices returned from factorizationINDArray getUFactor(INDArray A)
A
- - the combined L & U matrices returned from factorizationCopyright © 2021. All rights reserved.