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Utility code for linear algebra functions.
Functions
conjugate_gradient(...)
: Returns x
such that A * x = b
.
conjugate_gradient_solve(...)
: Returns X
such that A * X = B
.
simplified_woodbury_update(...)
: Returns w
such that inverse(a + u.T.dot(u)) = a_inv + w
.
update_inverse(...)
: Updates the inverse using the Woodbury matrix identity.