/* MATRIX.H - Interface to matrix routines. */ /* Copyright (c) 1995-2004 by Radford M. Neal * * Permission is granted for anyone to copy, use, modify, or distribute this * program and accompanying programs and documents for any purpose, provided * this copyright notice is retained and prominently displayed, along with * a note saying that the original programs are available from Radford Neal's * web page, and note is made of any changes made to the programs. The * programs and documents are distributed without any warranty, express or * implied. As the programs were written for research purposes only, they have * not been tested to the degree that would be advisable in any important * application. All use of these programs is entirely at the user's own risk. */ void identity_matrix (double *, int); double squared_norm (double *, int, int); double inner_product (double *, int, double *, int, int); void matrix_product (double *, double *, double *, int, int, int); double trace_of_product (double *, double *, int); int cholesky (double *, int, double *); int inverse_from_cholesky (double *, double *, double *, int); void fill_lower_triangle (double *, int); void fill_upper_triangle (double *, int); void forward_solve (double *, double *, int, double *, int, int); void backward_solve (double *, double *, int, double *, int, int); int jacobi (double *, double *, double, int);