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線形代数
線形方程式の解法、因子分解、逆行列
ブロック
行列分解
Cholesky Factorization | Factor square Hermitian positive definite matrix into triangular components |
LDL Factorization | Factor square Hermitian positive definite matrices into lower, upper, and diagonal components |
LU Factorization | Factor square matrix into lower and upper triangular components |
QR Factorization | Factor arbitrary matrix into unitary and upper triangular components |
Singular Value Decomposition | Factor matrix using singular value decomposition |
線形システム ソルバー
Backward Substitution | Solve UX = B for X when U is upper triangular matrix |
Cholesky Solver | Solve SX = B for X when S is a square Hermitian positive definite matrix |
Forward Substitution | Solve LX = B for X when L is lower triangular matrix |
LDL Solver | Solve SX=B for X when S is square Hermitian positive definite matrix |
Levinson-Durbin | Solve linear system of equations using Levinson-Durbin recursion |
LU Solver | Solve AX = B when A is a square matrix |
QR Solver | Find minimum-norm-residual solution to AX=B |
SVD Solver | Solve AX = B using singular value decomposition |
逆行列
Cholesky Inverse | Compute inverse of Hermitian positive definite matrix using Cholesky factorization |
LDL Inverse | Compute inverse of Hermitian positive definite matrix using LDL factorization |
LU Inverse | LU 分解による正方行列の逆行列の計算 |
Pseudoinverse | Moore-Penrose 疑似逆行列の計算 |
トピック
- Linear Algebra and Least Squares
Solve systems of linear equations.
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