Module `Gpr.Block_diag`

type t = private { data : Lacaml.D.mat array; n : int; }: Type of block diagonal matrices

val create : Lacaml.D.mat array -> t

create mats

returns: a block diagonal matrix whose block elements are made of the matrices in mats.

val copy : t -> t

copy bm

returns: a copy of block diagonal matrix bm.

val potrf : t -> unit: potrf bm perform Cholesky factorization on block diagonal matrix bm.

val potri : t -> unit: potri bm invert block diagonal matrix bm using its already precomputed Cholesky factor.