Module Block_diag

module Block_diag: sig .. end

Type of block diagonal matrices

type t = private {

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.

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.