vector package forthcoming

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Mark Tarver

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Nov 21, 2016, 8:46:58 AM11/21/16
to Shen
As the title says - next 48 hours.

Mark

Antti Ylikoski

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Nov 22, 2016, 10:32:00 AM11/22/16
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Does the vector package contain linear algebra --

I) the determinant of a matrix
II) the inverse of a matrix
III) the linear equations group

yours, A. J. Y.

Antti Ylikoski

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Nov 23, 2016, 12:14:17 PM11/23/16
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I intended to suggest, that if the vector package does not have the linear algebra, I could write it for the package.

yours, A. J. Y.

Willi Riha

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Nov 23, 2016, 12:37:07 PM11/23/16
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On Monday, November 21, 2016 at 1:46:58 PM UTC, Mark Tarver wrote:
As the title says - next 48 hours.

Mark

The vector package does not contain any linear algebra. This might become available at a later point, but not part of the STE.
I have already implemented Gaussian elimination, Choleski decomposition etc.

Willi  

Antti Ylikoski

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Nov 23, 2016, 1:15:25 PM11/23/16
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Very very good -- the Wikipedia:

https://en.wikipedia.org/wiki/Cholesky_decomposition

Gaussian elimination, OK, I take it that you have the LU decomposition?

The Wikipedia above:

"In linear algebra, the Cholesky decomposition or Cholesky
factorization is a decomposition of a Hermitian, positive-definite
matrix into the product of a lower triangular matrix and its conjugate
transpose, which is useful e.g. for efficient numerical solutions and
Monte Carlo simulations. It was discovered by André-Louis Cholesky for
real matrices. When it is applicable, the Cholesky decomposition is
roughly twice as efficient as the LU decomposition for solving systems
of linear equations."

yours, A. J. Y.
Helsinki, Finland, the E.U.

Willi Riha

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Nov 23, 2016, 7:29:38 PM11/23/16
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On Monday, November 21, 2016 at 1:46:58 PM UTC, Mark Tarver wrote:
As the title says - next 48 hours.

Mark

I developed the code more than two years ago, and have not looked at it recently.
Of course, it produces an LU- decomposition (with pivoting), where one gets the determinant for free. Multiple RHS can be provided, so the matrix inverse is easy to work out (even though it is hardly ever needed).
I vaguely recall that computing the inverse of a 100 x 100 matrix takes about 3 secs, but this timing will have changed with the more recent versions of Shen. 
All the linear algebra stuff , originally intended for 'real matrices' can easily be  adapted  to work with 'complex matrices'. All one needs to do is to replace the real operators (+, -, * etc) by the complex equivalents (+c, -c, *c).

Willi 

Mark Tarver

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Nov 25, 2016, 8:42:40 AM11/25/16
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On Monday, November 21, 2016 at 1:46:58 PM UTC, Mark Tarver wrote:
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