Name: ndarray-ldl-factorization
Owner: scijs
Description: LDL Factorization for ndarrays
Created: 2015-05-02 04:48:32.0
Updated: 2017-05-31 20:34:58.0
Pushed: 2015-07-27 02:30:11.0
Homepage: null
Size: 220
Language: JavaScript
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LDL Decomposition for ndarrays
m install ndarray-ldl-factorization
For use in the browser, use browserify.
ldl = require( 'ndarray-ldl-factorization' );
ldl(A, L, d)This function calculates the LDL decomposition of matrix A = LDL^t, where L is a lower-unit triangular matrix and D is a diagonal matrix. Consult the book Matrix computations (3rd ed.) by Gene H. Golub and Charles F. Van Loan for further information. The function takes L and d, the vector of diagonal elements of D, as arguments and changes them during execution. Note in particular the the upper triangular part of L is left untouched and so is not automatically zeroed.
ldl(A)This function calculates the in-place LDL decomposition of matrix A = LDL^t. It is equivalent to ldl( A, A, diag(A) ) using diag = require('ndarray-diagonal').
ndarray = require('ndarray'),
show = require('ndarray-show'),
ldl = require( 'ndarray-ldl-factorization' ),
pool = require('ndarray-scratch');
A = ndarray(new Float64Array([9,-1,2,-1,8,-5,2,-5,7]), [3,3]);
L = pool.zeros( A.shape, A.dtype );
d = pool.zeros( [ A.shape[0] ], A.dtype);
A, L, d);
ole.log( 'A:\n' + show(A), '\n' );
.000 -1.000 2.000
.000 8.000 -5.000
.000 -5.000 7.000
ole.log( 'L:\n' + show(L) );
.000 -0.111 0.222
.000 1.000 -0.606
.000 0.000 1.000
ole.log( 'd:\n' + show(d) );
00 7.889 3.662
To run the example code from the top-level application directory,
de ./examples/index.js
Unit tests use the Tape test framework. To run the tests, execute the following command in the top-level application directory:
m test
Copyright © 2015. Philipp Burckhardt.