This object provides a method to factor symmetric positive definite matrices a into l * l.
This trait defines constants used by classes and objects the Eigen group.
This class is used to find the eigenvalues of an n by n matrix 'a' using an iterative technique that applies similarity transformations to convert 'a' into an upper triangular matrix, so that the eigenvalues appear along the diagonal.
This class is used to find the eigenvalues of an n by n symmetric matrix 'a' using an iterative technique, the Symmetric QR Algorithm.
This class is used to find the eigenvectors of an n by n matrix 'a' by solving equations of the form (a - eI)v = 0 where e is the eigenvalue and v is the eigenvector.
This class is used to reduce, via similarity transformations, an n by n matrix 'a' to Hessenburg form 'h', where all elements two below the main diagonal are zero (or close to zero).
This class performs a Householder Tridiagonalization on a symmetric matrix.
The Matric trait specifies the operations to be defined by three concrete implemeting classes: MatrixC, SparseMatrixC and SymTriMatrixC.
The Matrir trait specifies the operations to be defined by three concrete implemeting classes: MatrixR, SparseMatrixR and SymTriMatrixR.
The Matrix trait specifies the operations to be defined by four concrete implemeting classes: MatrixD, ParMatrixD, SparseMatrixD and SymTriMatrixD.
The MatrixC class stores and operates on Numeric Matrices of type Complex.
The MatrixD class stores and operates on Numeric Matrices of type Double.
The MatrixR class stores and operates on Numeric Matrices of type Rational.
The ParMatrixD class stores and operates parallel on Numeric Matrices of type Double.
The ParSparseMatrixD class stores and operates on Matrices of Doubles.
This class is used to decompose an m by n matrix 'a' into an orthogonal m by n matrix 'q' and an n by n right upper triangular matrix 'r' such that a = q * r.
This class is used to compute the Singlar Value Decomposition (SVD) of matrix 'a', i.
This class performs Single Value Decompositions (SVDs).
The SparseMatrixC class stores and operates on Matrices of Complex numbers.
The SparseMatrixD class stores and operates on Matrices of Doubles.
The SymTriMatrixC class stores and operates on symmetric tridiagonal matrices.
The SymTriMatrixD class stores and operates on symmetric tridiagonal matrices.
The VectorC class stores and operates on Numeric Vectors of base type Complex.
The VectorD class stores and operates on Numeric Vectors of base type Double.
The VectorR class stores and operates on Numeric Vectors of base type Rational.
This object is used to test the Cholesky class.
This object is used to test the all the classes used in computing Eigenvalues and Eigenvectors for the non-symmetric/general case.
This object provides methods to compute Householder vectors and reflector matrices.
This object is used to test Householder object.
The MatrixC companion object provides operations for MatrixC that don't require 'this' (like static methods in Java).
The MatrixCTest object tests the operations provided by MatrixC.
The MatrixD companion object provides operations for MatrixD that don't require 'this' (like static methods in Java).
The MatrixDTest object tests the operations provided by MatrixD.
The MatrixR companion object provides operations for MatrixR that don't require 'this' (like static methods in Java).
The MatrixRTest object tests the operations provided by MatrixR.
The ParMatrixD companion object provides operations for ParMatrixD that don't require 'this' (like static methods in Java).
The ParMatrixDTest object tests the operations provided by ParMatrixD.
This object is used to test the ParSparseMatrixD class.
This object is used to test the QRDecomp class.
This object is used to test the SVD class.
This object is used to test the SVDecomp class.
Companion object for the SparseMatrixC class.
This object is used to test the SparseMatrixC class.
Companion object for the SparseMatrixD class.
This object is used to test the SparseMatrixD class.
This object is used to test the SymTriMatrixC class.
This object is used to test the SymTriMatrixD class.
This class performs a symmetric QR step with a Wilkinson shift.
Companion object for VectorC class.
This object tests the operations provided by VectorC.
Companion object for VectorD class.
This object tests the operations provided by VectorD.
Companion object for VectorR class.
This object tests the operations provided by VectorR.
The linalgebra package contains classes, traits and objects for linear algebra, including vectors and matrices for real and complex numbers.