Linear Algebra Routines and ClassesΒΆ

add_diag Adds a vector to the diagonal of an array.
add_dot Calculates the dot product of two arrays and adds it to a third matrix.
cho_factor Cholesky factorization.
cho_solve Cholesky solver.
cholesky Cholesky factorization.
conj Complex conjugate.
det Compute the determinant of a square matrix.
diag Construct a diagonal matrix if input array is one-dimensional, or extracts diagonal entries of a two-dimensional array.
dmd Dynamic Mode Decomposition.
dot_diag Dot product of diagonal and non-diagonal arrays.
dot Dot product of two arrays.
eig Eigendecomposition of a matrix.
eye Construct a 2D matrix with ones on the diagonal and zeros elsewhere.
hermitian Hermitian (conjugate) matrix transpose.
inv Compute the inverse of a matrix.
mdot Product of several matrices.
multiply Element-wise array multiplication (Hadamard product).
norm Euclidean norm (2-norm) of real vector.
pinv Moore-Penrose pseudoinverse.
qr QR Decomposition.
scale Scale a vector by a factor alpha.
svd Singular Value Decomposition.
PCA Principal Component Analysis with similar API to sklearn.decomposition.PCA
trace Return the sum along the main diagonal of the array.
transpose Matrix transpose.
tril Lower triangle of a matrix.
triu Upper triangle of a matrix.
vander Generate a Vandermonde matrix.