From 586373e751c77515147f5c109edca5a700e133dc Mon Sep 17 00:00:00 2001 From: Dominic Steinitz Date: Sun, 1 Mar 2015 08:55:41 +0000 Subject: Add Cholesky to Static. --- packages/base/src/Numeric/LinearAlgebra/Static.hs | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) (limited to 'packages') diff --git a/packages/base/src/Numeric/LinearAlgebra/Static.hs b/packages/base/src/Numeric/LinearAlgebra/Static.hs index 037396d..3398e6a 100644 --- a/packages/base/src/Numeric/LinearAlgebra/Static.hs +++ b/packages/base/src/Numeric/LinearAlgebra/Static.hs @@ -52,7 +52,7 @@ module Numeric.LinearAlgebra.Static( linSolve, (<\>), -- * Factorizations svd, withCompactSVD, svdTall, svdFlat, Eigen(..), - withNullspace, qr, + withNullspace, qr, chol, -- * Misc mean, Disp(..), Domain(..), @@ -68,7 +68,7 @@ import Numeric.LinearAlgebra.HMatrix hiding ( row,col,vector,matrix,linspace,toRows,toColumns, (<\>),fromList,takeDiag,svd,eig,eigSH,eigSH', eigenvalues,eigenvaluesSH,eigenvaluesSH',build, - qr,size,app,mul,dot) + qr,size,app,mul,dot,chol) import qualified Numeric.LinearAlgebra.HMatrix as LA import Data.Proxy(Proxy) import Numeric.LinearAlgebra.Static.Internal @@ -306,6 +306,9 @@ instance KnownNat n => Eigen (Sq n) (C n) (M n n) where (l,v) = LA.eig m +chol :: KnownNat n => Sym n -> Sq n +chol (extract . unSym -> m) = mkL $ LA.cholSH m + -------------------------------------------------------------------------------- withNullspace -- cgit v1.2.3