RcdMathLib_doc
Open Source Library for Linear and Non-linear Algebra
include Directory Reference

Files

file  lu_decomp.h [code]
 Computes the LU decomposition of the matrix.
 
file  qr_common.h [code]
 Common definitions and implementations for the QR-decomposition. Provide necessary methods to construct Q- and R- matrices using.
 
file  qr_givens.h [code]
 Givens algorithm for the QR-decomposition. Provide necessary methods to construct Q- and R- matrices using Givens rotations. A = QR, where Q is an (m $\times$ n)-matrix with orthonormal columns and R is an (n $\times$ n) upper triangular matrix.
 
file  qr_householder.h [code]
 Householder algorithm for the QR-decomposition.
 
file  svd.h [code]
 Algorithm for the Singular Value Decomposition (SVD).