Matrix.QSourceMatrix with Q.t coefficients from the library Zarith.
Type of matrices.
Most of the functions in this module can raise this exception.
of_list_list l returns the matrix with lines corresponding to the elements of the list l. All lists in l must have the same length.
of_array_array a returns the matrix with lines corresponding to the elements of a. All arrays in a must have the same size. A copy of the array is made internally.
The returned array is a copy that can be freely modified by the user.
zeros n m builds a matrix of size n x m with all coefficients equal to Coeff.of_int O. n and m must be non negative.
eye n builds the identity matrix of size n (i.e., a square matrix of size n with coefficients (i, j) equal to Coeff.of_int O when i != j and Coeff.of_int 1 when i = j). n must be non negative.
kron n i j builds the square matrix of size n with all coefficients equal to zero (i.e., Coeff.of_int 0 except coefficients (i, j) which is one (i.e., Coeff.of_int 1). n, i and j must satisfy 0 <= i < n and 0 <= j < n.
kron_sym n i j builds the square matrix of size n with all coefficients equal to zero (i.e., Coeff.of_int 0 except coefficients (i, j) and (j, i) which are one (i.e., Coeff.of_int 1). n, i and j must satisfy 0 <= i < n and 0 <= j < n.
block a returns the block matrix corresponding to the array a. For instance block [|[|a; b|]; [|c; d|]|] builds the block matrix [a, b; c, d]. The array a must have a positive size. All arrays in array a must have the same positive size. Matrices dimensions must be consistent (for instance, in the previous example, a and b must have the same number of rows and a and c the same number of columns).
lift_block m i j k l returns a matrix of size i x j with zeros everywhere except starting from indices k x l where matrix m is copied. The parameters must satisfy 0 <= k, 0 <= l, k + nb_lines m <= i and l + nb_cols m <= j.
Matrix multiplication. First matrix must have as many columns as the second as rows.
Returns the same matrix, without its rows and columns containing only 0.
gauss_split m for a matrix m of size l x c returns (n, m1, m2) where n is the rank of the input matrix (n <= l), m1 its row space, i.e., a matrix of size l' x c where l' <= l characterizing the same space as m but with no linear dependencies, and m2 a matrix of size l' x l mapping original dimensions in m to the ones of m1 (m1 = m2 x m).
To use this operators, it's convenient to use local opens. For instance to write the matrix operations m1 * m2 + I_3x3:
let module M = Osdp.Matrix.Float in M.(m1 * m2 + eye 3)Same as mult_scalar.