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LU decomp doc in NOA

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This commit is contained in:
Roland Grinis 2021-07-10 22:21:20 +01:00
parent 2a29e66daa
commit 06bc8fecf6
2 changed files with 4 additions and 2 deletions
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4
kmath-noa/src/main/kotlin/space/kscience/kmath/noa/algebras.kt
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@ -252,7 +252,9 @@ protected constructor(scope: NoaScope) :
JNoa.qrTensor(tensor.tensorHandle, Q, R) JNoa.qrTensor(tensor.tensorHandle, Q, R)
return Pair(wrap(Q), wrap(R)) return Pair(wrap(Q), wrap(R))
} }
/**
* this implementation satisfies `tensor = P dot L dot U`
*/
override fun Tensor<T>.lu(): Triple<TensorType, TensorType, TensorType> { override fun Tensor<T>.lu(): Triple<TensorType, TensorType, TensorType> {
val P = JNoa.emptyTensor() val P = JNoa.emptyTensor()
val L = JNoa.emptyTensor() val L = JNoa.emptyTensor()

2
kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt
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@ -63,7 +63,7 @@ public interface LinearOpsTensorAlgebra<T> : TensorPartialDivisionAlgebra<T> {
* *
* Computes the LUP decomposition of a matrix or a batch of matrices. * Computes the LUP decomposition of a matrix or a batch of matrices.
* Given a tensor `input`, return tensors (P, L, U) satisfying : * Given a tensor `input`, return tensors (P, L, U) satisfying :
* `P dot input = L dot U` or `input = P dot L dot U` * `P dot input = L dot U` or `input = P dot L dot U`
* depending on the implementation, with : * depending on the implementation, with :
* `P` being a permutation matrix or batch of matrices, * `P` being a permutation matrix or batch of matrices,
* `L` being a lower triangular matrix or batch of matrices, * `L` being a lower triangular matrix or batch of matrices,