| RcdMathLib_doc
    Open Source Library  for Linear and Non-linear Algebra | 
Matrix decomposition algorithms. More...
| Files | |
| file | lu_decomp.h | 
| Computes the LU decomposition of the matrix. | |
| file | qr_common.h | 
| Common definitions and implementations for the QR-decomposition. Provide necessary methods to construct Q- and R- matrices using. | |
| file | qr_givens.h | 
| 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 | 
| Householder algorithm for the QR-decomposition. | |
| file | svd.h | 
| Algorithm for the Singular Value Decomposition (SVD). | |
Matrix decomposition algorithms.
This module provides algorithms of matrix decomposition such as Householder, Givens, or Golub-Kahan-Reinsch algorithms.