Constructor and Description |
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SparseBaseLapack() |
Modifier and Type | Method and Description |
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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.
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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)
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INDArray |
getLFactor(INDArray A)
extracts the L (lower triangular) matrix from the LU factor result
L will be the same dimensions as A
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INDArray |
getPFactor(int M,
INDArray ipiv)
This method takes one of the ipiv returns from LAPACK and creates
the permutation matrix.
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INDArray |
getrf(INDArray A)
LU decomposiiton of a matrix
Factorize a matrix A
The matrix A is overridden by the L & U combined.
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void |
getri(int N,
INDArray A,
int lda,
int[] IPIV,
INDArray WORK,
int lwork,
int INFO)
Generate inverse ggiven LU decomp
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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
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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.
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int |
syev(char jobz,
char uplo,
INDArray A,
INDArray V)
Caclulate the eigenvalues and vectors of a symmetric matrix.
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public INDArray getrf(INDArray A)
Lapack
public INDArray getPFactor(int M, INDArray ipiv)
Lapack
getPFactor
in interface Lapack
M
- - the size of the permutation matrix ( usu. the # rows in factored matrix )ipiv
- - the vector returned from a refactoringpublic INDArray getLFactor(INDArray A)
Lapack
getLFactor
in interface Lapack
A
- - the combined L & U matrices returned from factorizationpublic INDArray getUFactor(INDArray A)
Lapack
getUFactor
in interface Lapack
A
- - the combined L & U matrices returned from factorizationpublic void getri(int N, INDArray A, int lda, int[] IPIV, INDArray WORK, int lwork, int INFO)
Lapack
public void geqrf(INDArray A, INDArray R)
Lapack
public void potrf(INDArray A, boolean lower)
Lapack
public int syev(char jobz, char uplo, INDArray A, INDArray V)
Lapack
public void gesvd(INDArray A, INDArray S, INDArray U, INDArray VT)
Lapack
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