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matrix

SWI-Prolog pack for matrix operations. Impemented operations:

  • sum
  • difference
  • multiplication
  • Cholesky decomposition https://en.wikipedia.org/wiki/Cholesky_decomposition
  • determinant for positive semi-definite matrices (using Cholesky decomposition)
  • inversion for positive semi-definite matrices (using Cholesky decomposition)
  • inversion for lower triangular matrices

The library was developed for dealing with multivariate Gaussian distributions, that's the reason for the focus on positive semi-definite matrices

Example of use

$ swipl
?- use_module(library(matrix)).
?- determinant([[2,-1,0],[-1,2,-1],[0,-1,2]],D).
D = 3.999999999999999.

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Operations with matrices, SWI pack

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