probnum.utils.linalg

Utility functions that involve numerical linear algebra.

Functions

inner_product(v, w[, A])	Inner product \(\langle v, w \rangle_A := v^T A w\).
induced_norm(v[, A, axis])	Induced norm \(\lVert v \rVert_A := \sqrt{v^T A v}\).
cholesky_update(S1[, S2])	Compute Cholesky update/factorization \(L\) such that \(L L^\top = S_1 S_1^\top + S_2 S_2^\top\) holds.
tril_to_positive_tril(tril_mat)	Orthogonally transform a lower-triangular matrix into a lower-triangular matrix with positive diagonal.
gram_schmidt(v, orthogonal_basis[, ...])	Orthogonalize a vector with respect to an orthogonal basis and inner product.
modified_gram_schmidt(v, orthogonal_basis[, ...])	Stabilized Gram-Schmidt process.
double_gram_schmidt(v, orthogonal_basis[, ...])	Perform the (modified) Gram-Schmidt process twice.