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KMP library for tensors #300

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grinisrit merged 215 commits from feature/tensor-algebra into dev 2021-05-08 09:48:04 +03:00
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1 changed files with 2 additions and 2 deletions
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kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt
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@ -67,6 +67,7 @@ public class DoubleLinearOpsTensorAlgebra :
} }
override fun DoubleTensor.cholesky(): DoubleTensor { override fun DoubleTensor.cholesky(): DoubleTensor {
//positive definite check
checkSymmetric(this) checkSymmetric(this)
checkSquareMatrix(shape) checkSquareMatrix(shape)
@ -114,8 +115,7 @@ public class DoubleLinearOpsTensorAlgebra :
override fun DoubleTensor.symEig(eigenvectors: Boolean): Pair<DoubleTensor, DoubleTensor> { override fun DoubleTensor.symEig(eigenvectors: Boolean): Pair<DoubleTensor, DoubleTensor> {
checkSymmetric(this) checkSymmetric(this)
val svd = this.svd() TODO("maybe use SVD")
TODO("U might have some columns negative to V")
} }
public fun DoubleTensor.detLU(): DoubleTensor { public fun DoubleTensor.detLU(): DoubleTensor {