cholesky-tools

Basic operations for symmetric poistive definite matrices.

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Build Status Coverage Status Cholesky Tools ============== Basic operations for symmetric positive definite matrices. Installation ------------ ``` npm install cholesky-tools ``` Usage ----- The following functions are provided: cholesky, determinant and inverse. They assume the input parameter is symmetric positive definite matrix. Some functions accept second optional parameter choleskyL. If provided, function might use it for performance boost. For performance reasons there is no input validation. It is up to user to insure valid input. The following example shows all the functionality. ```javascript const ct = require('cholesky-tools'); // define symmetric positive definite matrix var A =
[4, -2],
[-2, 2]
; // calculate cholesky decomposition, the result is lower triangular matrix var L = ct.cholesky(A); // 2, 0, -1, 1 // calculate inverse var Ainv = ct.inverse(A); // 0.5, 0.5, 0.5, 1 // calculate inverse with providing cholesky decomposition matrix L. // L must be lower triangular var Ainv2 = ct.inverse(A, L); // 0.5, 0.5, 0.5, 1 // calculate determinant var det = ct.determinant(A); // 4 // calculate determinant with providing cholesky decomposition matrix L. // L must be lower triangular var det2 = ct.determinant(A, L); // 4 ``` License ------- This software is released under the MIT license.