Struct SquareMatrix 

pub struct SquareMatrix {
    pub n: usize,
    pub data: Vec<f64>,
}

Dense column-major-agnostic square matrix stored row-major.

Fields

n: usize

data: Vec<f64>

Implementations

impl SquareMatrix

pub fn zeros(n: usize) -> Self

pub fn get(&self, i: usize, j: usize) -> f64

pub fn set(&mut self, i: usize, j: usize, v: f64)

pub fn cholesky(&self) -> Result<SquareMatrix>

In-place lower Cholesky factor L with A = L Lᵀ.

pub fn cholesky_solve(l: &SquareMatrix, b: &[f64]) -> Vec<f64>

Solve A x = b given the Cholesky factor L of A.

pub fn cholesky_solve_leading(l: &SquareMatrix, k: usize, b: &[f64]) -> Vec<f64>

Solve the leading k × k subsystem A[..k, ..k] x = b given the Cholesky factor L of the full matrix. Valid because the Cholesky factor of a leading principal submatrix is the leading submatrix of the factor, which lets one O(n³) factorisation serve every nested model.

pub fn cholesky_inverse_diag(l: &SquareMatrix) -> Vec<f64>

Diagonal of A⁻¹ from the Cholesky factor (solves n unit systems; O(n³), fine for n = p_n ≤ ~50).

Trait Implementations

impl Clone for SquareMatrix

fn clone(&self) -> SquareMatrix

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SquareMatrix

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.