| Interface | Description |
|---|---|
| AutoDiff.Differentiable |
A variation on Common's MultivariateDifferentiableFunction
which is more straightforward to implement
|
| CholeskyDecomposition.CholeskySolver | |
| DeltaMethod.Transformation | |
| DenseMatrix | |
| LUDecomposition.LUSolver | |
| Matrix |
Note: it is not recommended that the user implements this interface
directly, since many operators depend on more detailed knowledge of
the implementation for efficiency, in particular if the matrix is dense
or sparse.
|
| SparseMatrix |
| Class | Description |
|---|---|
| AutoDiff | |
| CholeskyDecomposition |
A lower triangular matrix L such that M = L * L.transpose
and utilities for solving systems of the form
M*x = b, or
M*L = b, or
M*L.transpose = b
|
| DeltaMethod | |
| LUDecomposition |
For a square matrix A, the LU decomposition is an
unit lower triangular matrix L, an upper triangular matrix U,
and a permutation vector piv so that A(piv,:) = L*U
Also contains utilities for solving systems of the form
M*x = b
|
| MatrixExtensions | |
| MatrixOperations | |
| StaticUtils |
Static utilities, which, in contrast to those in MatrixOperations,
are written without dispatch methods.
|
| Enum | Description |
|---|---|
| CholeskyDecomposition.SolverMode |