matrixutilities Directory Reference

Files

file  basisincompleteordered.hpp
 
file  bicgstab.hpp
 bi-conjugated gradient stableized algorithm
 
file  choleskydecomposition.hpp
 Cholesky decomposition.
 
file  factorreduction.hpp
 Single factor correlation reduction.
 
file  getcovariance.hpp
 Covariance matrix calculation.
 
file  pseudosqrt.hpp
 pseudo square root of a real symmetric matrix
 
file  qrdecomposition.hpp
 QR decomposition.
 
file  sparseilupreconditioner.hpp
 Preconditioner using the Incomplete LU algorithm and sparse matrices.
 
file  svd.hpp
 singular value decomposition
 
file  symmetricschurdecomposition.hpp
 Eigenvalues/eigenvectors of a real symmetric matrix.
 
file  tapcorrelations.hpp
 
file  tqreigendecomposition.hpp
 tridiag. QR eigen decomposition with explicite shift aka Wilkinson