35 #include "bias_config.h"
37 #include <Base/Math/Matrix.hh>
38 #include <Base/Math/Vector.hh>
177 const bool upperTriangle =
true);
BIAS::Matrix< double > generalised_eigenvalue_matrix_solve(BIAS::Matrix< double > &A_, BIAS::Matrix< double > &B_)
BIAS::Vector< double > Lapack_LLS_QR_linear_solve(const BIAS::Matrix< double > &A, const BIAS::Vector< double > &b, int &res)
linear least squares solves |Ax-b|=min res=0 on success, anything else rudimentary tested (woelk) ...
int Eigenvalue_solve(const BIAS::Matrix< double > &A, BIAS::Vector< double > &wr, BIAS::Vector< double > &wi)
solve unsymmetric eigenvalue problems (for a rectangular matrix) untested, grest ...
BIAS::Vector< double > Lapack_WLLS_solve(const BIAS::Matrix< double > &A, const BIAS::Vector< double > &b, const BIAS::Matrix< double > &B, int &res)
weighted linear least squares solves |B^-1(b-Ax)|=min res=0 on success, anything else rudimentary tes...
double SquaredMahalanobisDistance(const BIAS::Matrix< double > &Sigma, const BIAS::Vector< double > &V)
computes Mahalanobis distance V^T Sigma^-1 V efficiently using cholesky decomposition and exploitatio...
BIAS::Vector< double > Lapack_LU_linear_solve(const BIAS::Matrix< double > &A, const BIAS::Vector< double > &b)
solve linear equations using LU factorization
int Lapack_Cholesky_SymmetricPositiveDefinit(const BIAS::Matrix< double > &A, BIAS::Matrix< double > &UL, const char ul)
Coputes the Cholesky decomposition of a symmetric positive definit matrix A.
BIAS::Matrix< double > Fortran_Matrix_to_Matrix(const Fortran_Matrix< double > &FMat)
converts the argument Fortran_Matrix to a Matrix and returns it.
int General_singular_value_decomposition(char jobu, char jobvt, const BIAS::Matrix< double > &A, BIAS::Vector< double > &ret_S, BIAS::Matrix< double > &ret_U, BIAS::Matrix< double > &ret_VT)
solve general eigenproblem.
int Eigenproblem_quadratic_matrix(const BIAS::Matrix< double > &A, BIAS::Vector< double > &ret_EigenValuesReal, BIAS::Vector< double > &ret_EigenValuesImag, BIAS::Matrix< double > &eigenVectors)
solve general eigenproblem for a general quadratix (n x n) matrix.
double MahalanobisDistance(const BIAS::Matrix< double > &Sigma, const BIAS::Vector< double > &V)
computes squared Mahalanobis distance V^T Sigma^-1 V efficiently using cholesky decomposition and exp...
int Packed_symmetric_eigenvalue_solve(long int N, const BIAS::Vector< double > &A, BIAS::Vector< double > &eigVals, std::vector< BIAS::Vector< double > > &eigVecs, const bool upperTriangle)
Solve symmetric eigenvalue problem for matrix in packed storage.
BIAS::Vector< double > Upper_symmetric_eigenvalue_solve(const BIAS::Matrix< double > &A)
Solve symmetric eigenvalue problem (eigenvalues only)