Package cern.colt.matrix.linalg

Interface Summary
Blas Subset of the BLAS (Basic Linear Algebra System); High quality "building block" routines for performing basic vector and matrix operations.
Matrix2DMatrix2DFunction Interface that represents a function object: a function that takes two arguments and returns a single value.
 

Class Summary
Algebra Linear algebraic matrix operations operating on DoubleMatrix2D; concentrates most functionality of this package.
CholeskyDecomposition For a symmetric, positive definite matrix A, the Cholesky decomposition is a lower triangular matrix L so that A = L*L'; If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSymmetricPositiveDefinite() method.
EigenvalueDecomposition Eigenvalues and eigenvectors of a real matrix A.
LUDecomposition For an m x n matrix A with m >= n, the LU decomposition is an m x n unit lower triangular matrix L, an n x n upper triangular matrix U, and a permutation vector piv of length m so that A(piv,:) = L*U; If m < n, then L is m x m and U is m x n.
LUDecompositionQuick A low level version of LUDecomposition, avoiding unnecessary memory allocation and copying.
Property Tests matrices for linear algebraic properties (equality, tridiagonality, symmetry, singularity, etc).
QRDecomposition For an m x n matrix A with m >= n, the QR decomposition is an m x n orthogonal matrix Q and an n x n upper triangular matrix R so that A = Q*R.
SeqBlas Sequential implementation of the Basic Linear Algebra System.
SingularValueDecomposition For an m x n matrix A with m >= n, the singular value decomposition is an m x n orthogonal matrix U, an n x n diagonal matrix S, and an n x n orthogonal matrix V so that A = U*S*V'.