Linear Algebra#

BlockDiag

Block diagonal linear operator.

Kronecker

Kronecker product linear operator with efficient mv via the vec trick.

add_jitter

Add jitter to the diagonal of a matrix for numerical stability.

cholesky_factor

Cholesky factor of a PSD operator.

logdet

Log-determinant of a PSD operator via its Cholesky factor.

logdet_from_factor

Log-determinant of A = L Láµ€ given its lower Cholesky factor L.