QuadraticMinimizer

Companion:
class
class Object
trait Matchable
class Any

Type members

Classlikes

Value members

Concrete methods

def apply(rank: Int, constraint: Constraint, lambda: Double): QuadraticMinimizer

Triangular LU solve for finding y such that y := Ax where A is the LU factorization

Triangular LU solve for finding y such that y := Ax where A is the LU factorization

Value parameters:
A

vector representation of LU factorization

pivot

pivot from LU factorization

x

the linear term for the solve which will also host the result

Triangular Cholesky solve for finding y through backsolves such that y := Ax

Triangular Cholesky solve for finding y through backsolves such that y := Ax

Value parameters:
A

vector representation of lower triangular cholesky factorization

x

the linear term for the solve which will also host the result

y := alpha * A * x + beta * y For DenseMatrix A.

y := alpha * A * x + beta * y For DenseMatrix A.

def main(args: Array[String]): Unit