----------------------------------------------------------------------------- {- | Module : Numeric.HMatrix Copyright : (c) Alberto Ruiz 2006-14 License : GPL Maintainer : Alberto Ruiz Stability : provisional This module reexports the most common Linear Algebra functions. -} ----------------------------------------------------------------------------- module Numeric.HMatrix ( -- * Basic types and data processing module Numeric.HMatrix.Data, -- | The standard numeric classes are defined elementwise: -- -- >>> fromList [1,2,3] * fromList [3,0,-2 :: Double] -- fromList [3.0,0.0,-6.0] -- -- >>> (3><3) [1..9] * ident 3 :: Matrix Double -- (3><3) -- [ 1.0, 0.0, 0.0 -- , 0.0, 5.0, 0.0 -- , 0.0, 0.0, 9.0 ] -- -- In arithmetic operations single-element vectors and matrices -- (created from numeric literals or using 'scalar') automatically -- expand to match the dimensions of the other operand: -- -- >>> 5 + 2*ident 3 :: Matrix Double -- (3><3) -- [ 7.0, 5.0, 5.0 -- , 5.0, 7.0, 5.0 -- , 5.0, 5.0, 7.0 ] -- -- * Products (×), -- | The matrix product is also implemented in the "Data.Monoid" instance for Matrix, where -- single-element matrices (created from numeric literals or using 'scalar') -- are used for scaling. -- -- >>> let m = (2><3)[1..] :: Matrix Double -- >>> m <> 2 <> diagl[0.5,1,0] -- (2><3) -- [ 1.0, 4.0, 0.0 -- , 4.0, 10.0, 0.0 ] -- -- mconcat uses 'optimiseMult' to get the optimal association order. (·), outer, kronecker, cross, scale, sumElements, prodElements, absSum, -- * Linear Systems (<\>), linearSolve, linearSolveLS, linearSolveSVD, luSolve, cholSolve, -- * Inverse and pseudoinverse inv, pinv, pinvTol, -- * Determinant and rank rcond, rank, ranksv, det, invlndet, -- * Singular value decomposition svd, fullSVD, thinSVD, compactSVD, singularValues, leftSV, rightSV, -- * Eigensystems eig, eigSH, eigSH', eigenvalues, eigenvaluesSH, eigenvaluesSH', geigSH', -- * QR qr, rq, qrRaw, qrgr, -- * Cholesky chol, cholSH, mbCholSH, -- * Hessenberg hess, -- * Schur schur, -- * LU lu, luPacked, -- * Matrix functions expm, sqrtm, matFunc, -- * Nullspace nullspacePrec, nullVector, nullspaceSVD, null1, null1sym, orth, -- * Norms norm1, norm2, normInf, pnorm, NormType(..), -- * Correlation and Convolution corr, conv, corrMin, corr2, conv2, -- * Random arrays rand, randn, RandDist(..), randomVector, gaussianSample, uniformSample, -- * Misc meanCov, peps, relativeError, haussholder, optimiseMult, udot, cdot, (<.>) ) where import Numeric.HMatrix.Data import Numeric.Matrix() import Numeric.Vector() import Numeric.Container import Numeric.LinearAlgebra.Algorithms import Numeric.LinearAlgebra.Util