matrix

SWI-Prolog pack for matrix operations. Implemented 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
• identity matrix
• diagonal matrix

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.

Documentation

https://friguzzi.github.io/matrix