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| file | lu_decomp.c [code] |
| | Computes the LU decomposition of the matrix.
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| file | qr_common.c [code] |
| | Common definitions and implementations for the QR-decomposition. Provide necessary methods to construct Q- and R- matrices using.
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| 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 n)-matrix with orthonormal columns and R is an (n n) upper triangular matrix.
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| file | qr_householder.c [code] |
| | Householder algorithm for the QR-decomposition.
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| 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.
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