Her, LU, LDL, Linear, Additive

3 files changed, 33 insertions, 29 deletions

diff --git a/packages/base/src/Numeric/LinearAlgebra.hs b/packages/base/src/Numeric/LinearAlgebra.hs
index 9a924e0..7be2600 100644
--- a/packages/base/src/Numeric/LinearAlgebra.hs
+++ b/packages/base/src/Numeric/LinearAlgebra.hs
@@ -53,11 +53,11 @@ module Numeric.LinearAlgebra (
     --
 
     -- * Products
-    -- ** dot
+    -- ** Dot
     dot, (<.>),
-    -- ** matrix-vector
+    -- ** Matrix-vector
     (#>), (<#), (!#>),
-    -- ** matrix-matrix
+    -- ** Matrix-matrix
     (<>),
     -- | The matrix product is also implemented in the "Data.Monoid" instance, where
     -- single-element matrices (created from numeric literals or using 'scalar')
@@ -73,20 +73,25 @@ module Numeric.LinearAlgebra (
     -- 'mconcat' uses 'optimiseMult' to get the optimal association order.
 
 
-    -- ** other
+    -- ** Other
     outer, kronecker, cross,
-    scale,
+    scale, add,
     sumElements, prodElements,
 
     -- * Linear systems
+    -- ** General
     (<\>),
-    linearSolve,
     linearSolveLS,
     linearSolveSVD,
-    luSolve,
-    luSolve',
+    -- ** Determined
+    linearSolve,
+    luSolve, luPacked,
+    luSolve', luPacked',
+    -- ** Symmetric indefinite
+    ldlSolve, ldlPacked,
+    -- ** Positive definite
     cholSolve,
-    ldlSolve,
+    -- ** Sparse
     cgSolve,
     cgSolve',
 
@@ -113,21 +118,18 @@ module Numeric.LinearAlgebra (
     leftSV, rightSV,
 
     -- * Eigendecomposition
-    eig, eigSH, eigSH',
-    eigenvalues, eigenvaluesSH, eigenvaluesSH',
-    geigSH',
+    eig, eigSH,
+    eigenvalues, eigenvaluesSH,
+    geigSH,
 
     -- * QR
     qr, rq, qrRaw, qrgr,
 
     -- * Cholesky
-    chol, cholSH, mbCholSH,
+    chol, mbChol,
 
     -- * LU
-    lu, luPacked, luPacked', luFact,
-
-    -- * LDL
-    ldlPacked, ldlPackedSH,
+    lu, luFact,
 
     -- * Hessenberg
     hess,
@@ -150,14 +152,16 @@ module Numeric.LinearAlgebra (
     -- * Misc
     meanCov, rowOuters, pairwiseD2, unitary, peps, relativeError, magnit,
     haussholder, optimiseMult, udot, nullspaceSVD, orthSVD, ranksv,
-    iC,
+    iC, sym, xTx, trustSym, her,
     -- * Auxiliary classes
-    Element, Container, Product, Numeric, LSDiv,
+    Element, Container, Product, Numeric, LSDiv, Her,
     Complexable, RealElement,
     RealOf, ComplexOf, SingleOf, DoubleOf,
     IndexOf,
-    Field,
+    Field, Linear(), Additive(),
     Transposable,
+    LU(..),
+    LDL(..),
     CGState(..),
     Testable(..)
 ) where
@@ -169,7 +173,7 @@ import Numeric.Vector()
 import Internal.Matrix
 import Internal.Container hiding ((<>))
 import Internal.Numeric hiding (mul)
-import Internal.Algorithms hiding (linearSolve,Normed,orth,luPacked',linearSolve',luSolve')
+import Internal.Algorithms hiding (linearSolve,Normed,orth,luPacked',linearSolve',luSolve',ldlPacked')
 import qualified Internal.Algorithms as A
 import Internal.Util
 import Internal.Random
@@ -246,4 +250,3 @@ nullspace m = nullspaceSVD (Left (1*eps)) m (rightSV m)
 -- | return an orthonormal basis of the range space of a matrix. See also 'orthSVD'.
 orth m = orthSVD (Left (1*eps)) m (leftSV m)
 
-
diff --git a/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs b/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs
index bac1c0c..5ce529c 100644
--- a/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs
@@ -13,11 +13,12 @@ compatibility with previous version, to be removed
 
 module Numeric.LinearAlgebra.HMatrix (
     module Numeric.LinearAlgebra,
-    (¦),(——),ℝ,ℂ,(<·>),app,mul
+    (¦),(——),ℝ,ℂ,(<·>),app,mul, cholSH, mbCholSH, eigSH', eigenvaluesSH', geigSH'
 ) where
 
 import Numeric.LinearAlgebra
 import Internal.Util
+import Internal.Algorithms(cholSH, mbCholSH, eigSH', eigenvaluesSH', geigSH')
 
 infixr 8 <·>
 (<·>) :: Numeric t => Vector t -> Vector t -> t
diff --git a/packages/base/src/Numeric/LinearAlgebra/Static.hs b/packages/base/src/Numeric/LinearAlgebra/Static.hs
index 0dab0e6..ded69fa 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Static.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Static.hs
@@ -63,9 +63,9 @@ import GHC.TypeLits
 import Numeric.LinearAlgebra hiding (
     (<>),(#>),(<.>),Konst(..),diag, disp,(===),(|||),
     row,col,vector,matrix,linspace,toRows,toColumns,
-    (<\>),fromList,takeDiag,svd,eig,eigSH,eigSH',
-    eigenvalues,eigenvaluesSH,eigenvaluesSH',build,
-    qr,size,dot,chol,range,R,C)
+    (<\>),fromList,takeDiag,svd,eig,eigSH,
+    eigenvalues,eigenvaluesSH,build,
+    qr,size,dot,chol,range,R,C,Her,her,sym)
 import qualified Numeric.LinearAlgebra as LA
 import Data.Proxy(Proxy)
 import Internal.Static
@@ -292,10 +292,10 @@ her m = Her $ (m + LA.tr m)/2
 
 instance KnownNat n => Eigen (Sym n) (R n) (L n n)
   where
-    eigenvalues (Sym (extract -> m)) =  mkR . LA.eigenvaluesSH' $ m
+    eigenvalues (Sym (extract -> m)) =  mkR . LA.eigenvaluesSH . LA.trustSym $ m
     eigensystem (Sym (extract -> m)) = (mkR l, mkL v)
       where
-        (l,v) = LA.eigSH' m
+        (l,v) = LA.eigSH . LA.trustSym $ m
 
 instance KnownNat n => Eigen (Sq n) (C n) (M n n)
   where
@@ -305,7 +305,7 @@ instance KnownNat n => Eigen (Sq n) (C n) (M n n)
         (l,v) = LA.eig m
 
 chol :: KnownNat n => Sym n -> Sq n
-chol (extract . unSym -> m) = mkL $ LA.cholSH m
+chol (extract . unSym -> m) = mkL $ LA.chol $ LA.trustSym m
 
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