Linalg (owl-base.Owl_base_algodiff_primal

include module type of struct include Owl_base_linalg_s end

type elt = float

type mat = Owl_base_dense_matrix_s.mat

type complex_mat = Owl_base_dense_matrix_c.mat

type int32_mat =
  (int32, Stdlib.Bigarray.int32_elt) Owl_base_dense_matrix_generic.t

include Owl_base_linalg_intf.Common
  with type elt := elt
   and type mat := mat
   and type complex_mat := complex_mat
   and type int32_mat := int32_mat

Basic functions

val inv : mat -> mat

val det : mat -> elt

val logdet : mat -> elt

val is_triu : mat -> bool

val is_tril : mat -> bool

val is_symmetric : mat -> bool

val is_diag : mat -> bool

Factorisation

val svd : ?thin:bool -> mat -> mat * mat * mat

val chol : ?upper:bool -> mat -> mat

Linear system of equations

val linsolve : ?trans:bool -> ?typ:[ `n | `u | `l ] -> mat -> mat -> mat

val sylvester : mat -> mat -> mat -> mat

val lyapunov : mat -> mat -> mat

val discrete_lyapunov : 
  ?solver:[ `default | `direct | `bilinear ] ->
  mat ->
  mat ->
  mat

include Owl_base_linalg_intf.Real with type elt := elt and type mat := mat

val care : ?diag_r:bool -> mat -> mat -> mat -> mat -> mat

val dare : ?diag_r:bool -> mat -> mat -> mat -> mat -> mat

val qr : mat -> mat * mat

val lq : mat -> mat * mat