| BLAS | |
| cholesky | Performs Cholesky decomposition of the positive definite matrix X,:
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| cholesky_device | Performs Cholesky decomposition of the positive definite matrix Sigma, storing the
result in Y. At the end of the process, the following relationship holds:
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| det | Determinant of a real-valued matrix
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| inv | Computes the inverse of a squared matrix
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| jacobi | Computes all eigenvalues and eigenvectors of a real symmetric matrix a. On
output, the elements of a above the diagonal are destroyed.
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| linalg.q | Quasar library for linear algebra routines.
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| logdet | Logarithm of the determinant of a real-valued matrix
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| lsolve | Solve the linear system of equations A.X = B (where X is a vector)
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| pinv | Computes the pseudo-inverse of a matrix
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| polyval | polynomial curve evaluation
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| procrustes | Estimates a linear transformation (translation, rotation, scaling) to match Y with X
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| solve_tridiagonal_matrix | Solve the tridiagonal matrix problem using the simplified Thomas algorithm.
This means that the diagonal elements are assumed to be nonzero.
It solves the system Mx = d, where M is a tridiagonal matrix.
:function [x : vec] = __device__ solve_tridiagonal_matrix(a:vec,b:vec,c:vec,d:vec)
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| svd | Computation of a singular value decomposition (SVD).
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| symsqrt | Computes the symmetric square root of a positive definite matrix
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| toeplitz | Computes a square toeplitz matrix
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| wpolyfit | weighted polynomial fitting
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