Module Gpr.Block_diag

type t = private {
  1. data : Lacaml.D.mat array;
  2. 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.