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com.linkedin.photon.ml.util

Linalg

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object Linalg

A set of linear algebra helper functions

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  5. def choleskyInverse(l: DenseMatrix[Double]): DenseMatrix[Double]

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    Inverts the matrix $A$, given the Cholesky factorization $l$ of $A$.

    Inverts the matrix $A$, given the Cholesky factorization $l$ of $A$.

    l

    The Cholesky factorization of matrix A

    returns

    The solution

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    protected[com.linkedin.photon.ml]
  6. def choleskySolve(l: DenseMatrix[Double], b: DenseVector[Double]): DenseVector[Double]

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    Solves the system of linear equations $Ax = b$, given the Cholesky factorization $l$ of $A$.

    Solves the system of linear equations $Ax = b$, given the Cholesky factorization $l$ of $A$.

    l

    The Cholesky factorization of coefficient matrix A

    b

    The right-hand side vector b

    returns

    The solution

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  19. def vectorMean(vectors: Seq[DenseVector[Double]]): DenseVector[Double]

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    Computes the mean vector of a collection of vectors

    Computes the mean vector of a collection of vectors

    vectors

    The input vectors

    returns

    The vector mean

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    protected[com.linkedin.photon.ml]
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