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| SPHINXBASE_EXPORT void | norm_3d (float32 ***arr, uint32 d1, uint32 d2, uint32 d3) |
| | Norm an array. More...
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| SPHINXBASE_EXPORT void | accum_3d (float32 ***out, float32 ***in, uint32 d1, uint32 d2, uint32 d3) |
| | Floor 3-d array. More...
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| SPHINXBASE_EXPORT void | band_nz_1d (float32 *v, uint32 d1, float32 band) |
| | Ensures that non-zero values x such that -band < x < band, band > 0 are set to -band if x < 0 and band if x > 0. More...
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| SPHINXBASE_EXPORT void | floor_nz_3d (float32 ***m, uint32 d1, uint32 d2, uint32 d3, float32 floor) |
| | Floor 3-d array. More...
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| SPHINXBASE_EXPORT void | floor_nz_1d (float32 *v, uint32 d1, float32 floor) |
| | Floor 1-d array. More...
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| SPHINXBASE_EXPORT float64 | determinant (float32 **a, int32 len) |
| | Calculate the determinant of a positive definite matrix. More...
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| SPHINXBASE_EXPORT int32 | invert (float32 **out_ainv, float32 **a, int32 len) |
| | Invert (if possible) a positive definite matrix. More...
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| SPHINXBASE_EXPORT int32 | solve (float32 **a, float32 *b, float32 *out_x, int32 n) |
| | Solve (if possible) a positive-definite system of linear equations AX=B for X. More...
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| SPHINXBASE_EXPORT void | outerproduct (float32 **out_a, float32 *x, float32 *y, int32 len) |
| | Calculate the outer product of two vectors. More...
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| SPHINXBASE_EXPORT void | matrixmultiply (float32 **out_c, float32 **a, float32 **b, int32 n) |
| | Multiply C=AB where A and B are symmetric matrices. More...
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| SPHINXBASE_EXPORT void | scalarmultiply (float32 **inout_a, float32 x, int32 n) |
| | Multiply a symmetric matrix by a constant in-place. More...
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| SPHINXBASE_EXPORT void | matrixadd (float32 **inout_a, float32 **b, int32 n) |
| | Add A += B. More...
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Matrix and linear algebra functions.
This file contains some basic matrix and linear algebra operations. In general these operate on positive definite matrices ONLY, because all matrices we're likely to encounter are either covariance matrices or are derived from them, and therefore a non-positive-definite matrix indicates some kind of pathological condition.
Definition in file matrix.h.