| Interface | Description |
|---|---|
| IBidiagonalResult | |
| ICholeskyLDUResult | |
| ICholeskyResult |
Interface for results of Cholesky Decomposition
|
| IEigenResult | |
| IHessenbergResult |
Interface representing the result of a hessenberg decomposition
|
| ILUPResult |
Interface for results of LUP decomposition
|
| ILUResult |
Interface for results of LU decomposition
|
| IQRResult |
QR decompositions decompose a rectangular matrix 'A' such that 'A=QR'.
|
| ISVDResult |
Interface representing the result of an SVD decomposition
|
| Class | Description |
|---|---|
| Bidiagonal |
API class for performing bidiagonal decompositions
|
| Cholesky |
Class implementing Cholesky decomposition
A = L.L*
Where: A is a symmetric (actually Hermitian), positive-definite matrix
and: L is a lower triangular matrix
L* is the conjugate transpose of L (which is equal to its transpose, since A is real in Vectorz)
See: http://en.wikipedia.org/wiki/Cholesky_decomposition
|
| Eigen | |
| Hessenberg |
Public API class for Hessenberg decomposition
|
| LUP | |
| QR |
Public API class for QR decomposition
QR decomposition decomposes any matrix A such that:
A = Q.R
Where:
Q is an orthogonal matrix
R is an upper triangular matrix
|
| SVD |
Public API class for SVD decomposition
|
Copyright © 2016. All rights reserved.