Linear Algebra RoutinesΒΆ

add_diag Adds a vector to the diagonal of an array.
cho_factor Cholesky factorisation
cho_solve Cholesky solver
conj Complex conjugate.
diag Construct a diagonal matrix if input array is one-dimensional, or extracts diagonal entries of a two-dimensional array.
dot_diag Dot product of diagonal and non-diagonal arrays.
dot Dot product of two arrays.
eye Construct a 2D matrix with ones on the diagonal and zeros elsewhere.
hermitian Hermitian (conjugate) matrix transpose.
mdot Product of several matrices.
multiply Multiply arguments element-wise.
norm Euclidean norm (2-norm) of real vector.
pinv Moore-Penrose pseudoinverse.
scale Scale a vector by a factor alpha.
svd Singular Value Decomposition.
transpose Matrix transpose.
tril Lower triangle of a matrix.