module Gpr_block_diag: sig
.. end
Type of block diagonal matrices
type
t = private {
|
data : Lacaml.D.mat array ; |
|
n : int ; |
}
Type of block diagonal matrices
val create : Lacaml.D.mat array -> t
create mats
Returns a block diagonal matrix whose block elements are made
of the matrices in mats
.
val copy : t -> t
copy bm
Returns a copy of block diagonal matrix bm
.
val potrf : ?jitter:float -> t -> unit
potrf ?jitter bm
perform Cholesky factorization on block diagonal matrix
bm
using Cholesky jitter
if given.
jitter
: default = no jitter
val potri : ?jitter:float -> ?factorize:bool -> t -> unit
potri ?jitter ?factorize bm
invert block diagonal matrix bm
using
its Cholesky factor. If factorize
is false
, it is assumed that the
factorization has already been performed, otherwise it will be calculated
using Cholesky jitter
if given.
jitter
: default = no jitter
factorize
: default = true