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RcdMathLib_doc
Open Source Library for Linear and Non-linear Algebra
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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 n)-matrix with orthonormal columns and R is an (n 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). | |