decompositions.hpp

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// toolboxes/linalg/include/nk/linalg/decompositions.hpp
//
// Classical matrix factorisations: Cholesky, LU, QR, SVD.
// Migrated from toolboxes/builtin/src/language/arrays/matrix.cpp.
 
#pragma once
 
#include <memory_resource>
#include <tuple>
#include <nk/value/value.hpp>
 
namespace nk::linalg {

 

Value chol(const Value &A, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value>
lu_decompose(const Value &A, std::pmr::memory_resource *mr = nullptr);

Value lu_combined(const Value &A, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value>
qr_decompose(const Value &A, std::pmr::memory_resource *mr = nullptr);

Value qr_R_only(const Value &A, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value, Value>
svd_decompose(const Value &A, std::pmr::memory_resource *mr = nullptr);

Value svd_values(const Value &A, std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value>
qrupdate(const Value &Q, const Value &R, const Value &u, const Value &v,
         std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value>
qrinsert(const Value &Q, const Value &R, std::size_t k_1based, const Value &x,
         std::pmr::memory_resource *mr = nullptr);

std::tuple<Value, Value>
qrdelete(const Value &Q, const Value &R, std::size_t k_1based,
         std::pmr::memory_resource *mr = nullptr);

Value cholupdate(const Value &R, const Value &x, int sign = 1,
                 std::pmr::memory_resource *mr = nullptr);
 

} // namespace nk::linalg