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scijs/ndarray-cholesky-factorizatio...

Cholesky Factorization of ndarrays

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Multidimensional Arrays
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browser-side require() the node way
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tap-producing test harness for node and browsers
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BLAS Level 1 operations for ndarrays
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Pooled memory for ndarrays
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code coverage browserify transform
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Common operations for ndarray arrays

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Draw samples from a multi-variate gaussian distribution
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generate random covariance matrices, and MVN samples using them.

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