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

Directories

Files

file  lu_decomp.c [code]
 Computes the LU decomposition of the matrix.
 
file  qr_common.c [code]
 Common definitions and implementations for the QR-decomposition. Provide necessary methods to construct Q- and R- matrices using.
 
file  qr_givens.c [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.c [code]
 Householder algorithm for the QR-decomposition.
 
file  svd.c [code]
 Algorithm for the Singular Value Decomposition (SVD). Provide necessary methods to compute the compact SVD of a matrix. A = U*S*V, where U is a (m x l) orthogonal matrix, S is a (l x l) diagonal matrix, V is a (l x n) orthogonal matrix, and l = min(m,n). The SVD is computed by using the Golub–Kahan–Reinsch algorithm that works in two phases: bidiagonalization and a reduction to the diagonal form phase.