The Fac_Cholesky
class provides methods to factor an 'n-by-n' symmetric,
positive definite matrix 'a' into the product of two matrices:
The Fac_QR
class provides methods to factor an 'm-by-n' matrix 'a' into the
product of two matrices:
The Fac_QR
class provides methods to factor an 'm-by-n' matrix 'a' into the
product of two matrices:
'q' - an 'm-by-n' orthogonal matrix and 'r' - an 'n-by-n' right upper triangular matrix
such that 'a = q * r'. It uses Gram-Schmidt orthogonalization. Note, orthogonal means that 'q.t * q = I'. This version uses parallel processing to speed up execution.
http://en.wikipedia.org/wiki/Gram–Schmidt_process (stabilized Gram–Schmidt orthonormalization)
http://www.stat.wisc.edu/~larget/math496/qr.html
The MatrixD
class stores and operates parallel on Numeric Matrices of type
Double.
The MatrixD
class stores and operates parallel on Numeric Matrices of type
Double. This class follows the MatrixN framework and is provided for efficiency.
This class is only efficient when the dimension is large.
The ParSparseMatrixD
class stores and operates on Matrices of Doubles.
The ParSparseMatrixD
class stores and operates on Matrices of Doubles. Rather
than storing the matrix as a 2 dimensional array, it is stored as an array
of sorted-linked-maps, which record all the non-zero values for each particular
row, along with their j-index as (j, v) pairs.
Note: _npp versions of methods are not appropriate for sparse matrices
(i.e., always use partial pivoting).
The Fac_CholeskyTest
object is used to test the Fac_Cholesky
class.
The Fac_CholeskyTest
object is used to test the Fac_Cholesky
class.
ece.uwaterloo.ca/~dwharder/NumericalAnalysis/04LinearAlgebra/cholesky
The Fac_QRTest
object is used to test the Fac_QR
class.
The Fac_QRTest
object is used to test the Fac_QR
class.
http://www.ee.ucla.edu/~vandenbe/103/lectures/qr.pdf
The MatrixD
companion object provides operations for MatrixD
that don't
require 'this' (like static methods in Java).
The MatrixD
companion object provides operations for MatrixD
that don't
require 'this' (like static methods in Java). It provides factory methods for
building matrices from files or vectors.
The ParMatrixDTest
object tests the operations provided by MatrixD
class.
The ParSparseMatrixDTest
object is used to test the ParSparseMatrixD
class.
The
Fac_Cholesky
class provides methods to factor an 'n-by-n' symmetric, positive definite matrix 'a' into the product of two matrices:'l' - an 'n-by-n' left lower triangular matrix 'l.t' - an 'n-by-n' right upper triangular matrix - transpose of 'l'
such that 'a = l * l.t'. This version uses parallel processing to speed up execution.