<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> <html> <head> <link rel="stylesheet" href="style.css" type="text/css"> <meta content="text/html; charset=iso-8859-1" http-equiv="Content-Type"> <link rel="Start" href="index.html"> <link rel="next" href="Gpr.Cov_const.html"> <link rel="Up" href="Gpr.html"> <link title="Index of types" rel=Appendix href="index_types.html"> <link title="Index of exceptions" rel=Appendix href="index_exceptions.html"> <link title="Index of values" rel=Appendix href="index_values.html"> <link title="Index of modules" rel=Appendix href="index_modules.html"> <link title="Index of module types" rel=Appendix href="index_module_types.html"> <link title="Gpr" rel="Chapter" href="Gpr.html"> <link title="Gpr_interfaces" rel="Chapter" href="Gpr_interfaces.html"> <link title="Gpr_utils" rel="Chapter" href="Gpr_utils.html"> <link title="Gpr_block_diag" rel="Chapter" href="Gpr_block_diag.html"> <link title="Gpr_cov_const" rel="Chapter" href="Gpr_cov_const.html"> <link title="Gpr_cov_lin_ard" rel="Chapter" href="Gpr_cov_lin_ard.html"> <link title="Gpr_cov_lin_one" rel="Chapter" href="Gpr_cov_lin_one.html"> <link title="Gpr_cov_se_iso" rel="Chapter" href="Gpr_cov_se_iso.html"> <link title="Gpr_cov_se_fat" rel="Chapter" href="Gpr_cov_se_fat.html"> <link title="Gpr_fitc_gp" rel="Chapter" href="Gpr_fitc_gp.html"> <link title="Gpr_version" rel="Chapter" href="Gpr_version.html"><title>Gpr.Block_diag</title> </head> <body> <div class="navbar"> <a class="up" href="Gpr.html" title="Gpr">Up</a> <a class="post" href="Gpr.Cov_const.html" title="Gpr.Cov_const">Next</a> </div> <h1>Module <a href="type_Gpr.Block_diag.html">Gpr.Block_diag</a></h1> <pre><span class="keyword">module</span> Block_diag: <code class="type"><a href="Gpr_block_diag.html">Gpr_block_diag</a></code></pre><hr width="100%"> <pre><code><span id="TYPEt"><span class="keyword">type</span> <code class="type"></code>t</span> = private {</code></pre><table class="typetable"> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.data">data</span> : <code class="type">Lacaml.D.mat array</code>;</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.n">n</span> : <code class="type">int</code>;</code></td> </tr></table> } <div class="info "> Type of block diagonal matrices<br> </div> <pre><span id="VALcreate"><span class="keyword">val</span> create</span> : <code class="type">Lacaml.D.mat array -> <a href="Gpr_block_diag.html#TYPEt">t</a></code></pre><div class="info "> <code class="code">create mats</code><br> <b>Returns</b> a block diagonal matrix whose block elements are made of the matrices in <code class="code">mats</code>.<br> </div> <pre><span id="VALcopy"><span class="keyword">val</span> copy</span> : <code class="type"><a href="Gpr_block_diag.html#TYPEt">t</a> -> <a href="Gpr_block_diag.html#TYPEt">t</a></code></pre><div class="info "> <code class="code">copy bm</code><br> <b>Returns</b> a copy of block diagonal matrix <code class="code">bm</code>.<br> </div> <pre><span id="VALpotrf"><span class="keyword">val</span> potrf</span> : <code class="type">?jitter:float -> <a href="Gpr_block_diag.html#TYPEt">t</a> -> unit</code></pre><div class="info "> <code class="code">potrf ?jitter bm</code> perform Cholesky factorization on block diagonal matrix <code class="code">bm</code> using Cholesky <code class="code">jitter</code> if given.<br> </div> <div class="param_info"><code class="code">jitter</code> : default = no jitter</div> <pre><span id="VALpotri"><span class="keyword">val</span> potri</span> : <code class="type">?jitter:float -> ?factorize:bool -> <a href="Gpr_block_diag.html#TYPEt">t</a> -> unit</code></pre><div class="info "> <code class="code">potri ?jitter ?factorize bm</code> invert block diagonal matrix <code class="code">bm</code> using its Cholesky factor. If <code class="code">factorize</code> is <code class="code">false</code>, it is assumed that the factorization has already been performed, otherwise it will be calculated using Cholesky <code class="code">jitter</code> if given.<br> </div> <div class="param_info"><code class="code">jitter</code> : default = no jitter</div> <div class="param_info"><code class="code">factorize</code> : default = <code class="code">true</code></div> </body></html>