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Containers and algorithms for dense linear algebra. [tutorial] .
More...| Files | |
| file | axpy.h [code] | 
| BLAS1 vector-vector add. | |
| file | bdsqr.h [code] | 
| Computes all singular triples (u,s,v) of a real bidiagonal matrix. | |
| file | bothcat.h [code] | 
| Routines to concatenate Matrix's in two-by-two fashion. | |
| file | conjugate.h [code] | 
| Returns a conjugated copy of a Matrix or Vector. Or, conjugate one inplace. | |
| file | copy.h [code] | 
| BLAS1 vector copy. | |
| file | csvread.h [code] | 
| Routines to load various containers from .csv files. | |
| file | csvwrite.h [code] | 
| Routines to save various containers to .csv files. | |
| file | diag.h [code] | 
| Returns the diagonal of a dense Matrix or LowerMatrix. | |
| file | diagcat.h [code] | 
| Routines to concatenate Matrix's in diagonal fashion. | |
| file | DiagonalMatrix.h [code] | 
| Container for a diagonal matrix, O(n) storage. Used by SVD, row/column scaling, etc. | |
| file | DiagonalMatrixRange.h [code] | 
| Interface class for representing subranges of DiagonalMatrix's. | |
| file | dimm.h [code] | 
| Routines for multiplying by a DiagonalMatrix. | |
| file | dot.h [code] | 
| Routines for inner products of Vector's / VectorRange's. | |
| file | euclidean.h [code] | 
| Routines for computing euclidean norm of a Vector/VectorRange, or normalizing a Vector/VectorRange to unit euclidean length. | |
| file | expr.h [code] | 
| Overloads expr() for Matrix<Number>, LowerMatrix<Number>, Vector<Number> and DiagonalMatrix<Number> | |
| file | flip.h [code] | 
| Routines for flipping (reversing) dense Vector's, Matrix's, etc. | |
| file | frobenius.h [code] | 
| Routines for computing Frobenius norms of various algebraic containers. | |
| file | gebrd.h [code] | 
| Householder bidiagonalization of a general Matrix. | |
| file | geevd.h [code] | 
| Computes all eigenpairs of general Matrix. | |
| file | gelqf.h [code] | 
| Routines to compute a Householder LQ decomposition. | |
| file | gemm.h [code] | 
| Variety of routines all for dense Matrix*Matrix multiplies. Delegates to the BLAS. | |
| file | gemv.h [code] | 
| Variety of routines all for dense Matrix*Vector multiplies. All just delegate to gemm() | |
| file | geqpf.h [code] | 
| Routines to compute a column-pivoted Householder QR decomposition. | |
| file | geqrf.h [code] | 
| Routines to compute a Householder QR decomposition. | |
| file | gesvd.h [code] | 
| Routines for computing singular value decompositions. | |
| file | getrf.h [code] | 
| General purpose A = P'*L*U decomposition for square Matrix's. | |
| file | gramschmidt.h [code] | 
| Routines for orthogonalizing column vectors via classical and modified gram-schmidt. | |
| file | heev.h [code] | 
| Computes all eigenpairs of complex hermitian Matrix. | |
| file | hemm.h [code] | 
| Routines for hermitian Matrix * dense Matrix multiplication. | |
| file | her2k.h [code] | 
| Routines for hermitian rank-2k updates, a specialized form of Matrix*Matrix multiplication. | |
| file | herk.h [code] | 
| Routines for hermitian rank-k updates, a specialized form of Matrix*Matrix multiplication. | |
| file | hermitian.h [code] | 
| Returns a hermitian copy of a Matrix. The inplace version only works on a square operand. | |
| file | hetrd.h [code] | 
| Householder tridiagonalization of a complex hermitian Matrix. | |
| file | hetrf.h [code] | 
| LDL' decompositions for real hermitian Matrix A (indefinite is fine). | |
| file | horzcat.h [code] | 
| Routines to concatenate Matrix's in left/right fashion. | |
| file | intRange.h [code] | 
| Interface class for representing subranges of contiguous int's. | |
| file | inverse.h [code] | 
| Overwrites a LowerMatrix, DiagonalMatrix, or square Matrix with its own inverse. Or, returns it as a copy. | |
| file | jacobi.h [code] | 
| Jacobi methods for real symmetric eigendecomposition. | |
| file | LDLSwaps.h [code] | 
| Pivoting metadata for LDL'-type factorizations. | |
| file | lower_precision.h [code] | 
| Routines for copying and lowering the precision of a container. | |
| file | LowerMatrix.h [code] | 
| Specialized container for a lower triangular matrix, O(N^2/2) storage. Used by symmetry exploiting matrix decompositions (Cholesky, LDL') | |
| file | LowerMatrixRange.h [code] | 
| Range construct for a lower triangular matrix stored in rectangular packed format. | |
| file | lqt.h [code] | 
| Given the scalar reflectors [V,tau] from gelqf(), forms the T of the equivalent block reflector I-V'*T*V Semantically equivalent to dlarft('F'orward,'R'owwise), but put into the lower triangle instead of upper. | |
| file | LUSolver.h [code] | 
| General purpose linear solver, no symmetry/definiteness assumptions upon A (just square) | |
| file | Matrix.h [code] | 
| General purpose dense matrix container, O(i*j) storage. | |
| file | Matrix22.h [code] | 
| Matrix type with fixed size of 2x2, algorithms that operate upon them. | |
| file | MatrixRange.h [code] | 
| Interface class for representing subranges of dense Matrix's. | |
| file | minmax.h [code] | 
| Routines to find the extremal values of a Matrix or Vector. | |
| file | nullspace.h [code] | 
| Returns orthonormal basis for the nullspace of A, such that A*null(A) = 0. | |
| file | orglq.h [code] | 
| Routines to reconstruct a Householder Q, as previously factored via gelqf_inplace() | |
| file | orgqr.h [code] | 
| Routines to reconstruct a Householder Q, as previously factored via geqrf_inplace() | |
| file | ormlq.h [code] | 
| Routines to apply a Householder Q, as previously factored via gelqf_inplace() | |
| file | ormqr.h [code] | 
| Routines to apply a Householder Q, as previously factored via geqrf_inplace() | |
| file | pinv.h [code] | 
| Returns Moore-Penrose pseudoinverse of A. | |
| file | PivotMatrix.h [code] | 
| A collection of pivot Matrix22's used within L*D*op(L)-factorizations (sytrf, hetrf). | |
| file | potrf.h [code] | 
| Cholesky factorization routines for positive definite matrices. | |
| file | QRSolver.h [code] | 
| Solves full-rank least squares problems, argmin x |A*x-b|, where A.I >= A.J (tall/skinny). | |
| file | qrt.h [code] | 
| Given the scalar reflectors [V,tau] from geqrf(), forms the T of the equivalent block reflector I-V*T*V' Semantically equivalent to dlarft('F'orward,'C'olumnwise) | |
| file | raise_precision.h [code] | 
| Routines for copying and raising the precision of a container. | |
| file | rangespace.h [code] | 
| Returns orthonormal basis for the range of A. | |
| file | RCholeskySolver.h [code] | 
| A solver suitable for a real symmetric positive definite Matrix. | |
| file | RLDLTSolver.h [code] | 
| A solver suitable for a real symmetric Matrix (indefinite is fine). Encapsulates sytrf() | |
| file | rotate.h [code] | 
| Computes a plane rotation, either single sided (rotate1) or double sided (rotate2). | |
| file | scal.h [code] | 
| BLAS1 vector scale. | |
| file | stev.h [code] | 
| Computes all eigenpairs of real symmetric tridiagonal matrix. | |
| file | swaps.h [code] | 
| Routines related to swap sequences, often used during pivoting. | |
| file | swizzle.h [code] | 
| Wonkish routines for rearranging a complex Range into two real Range's, and back again. | |
| file | syev.h [code] | 
| Computes all eigenpairs of real symmetric Matrix. | |
| file | symm.h [code] | 
| Routines for symmetric Matrix * dense Matrix multiplication. | |
| file | syr2k.h [code] | 
| Routines for symmetric rank-2k updates, a specialized form of Matrix*Matrix multiplication. | |
| file | syrk.h [code] | 
| Routines for symmetric rank-k updates, a specialized form of Matrix*Matrix multiplication. | |
| file | sytrd.h [code] | 
| Householder tridiagonalization of a real symmetric Matrix. | |
| file | sytrf.h [code] | 
| LDL' decompositions for real symmetric Matrix A (indefinite is fine). | |
| file | threshold.h [code] | 
| Replaces small values with explicit zeros. | |
| file | transpose.h [code] | 
| Returns a transposed copy of a Matrix. The inplace version only works on a square operand. | |
| file | tril.h [code] | 
| Returns the lower triangle of a dense Matrix. | |
| file | triu.h [code] | 
| Returns the upper triangle of a dense Matrix. | |
| file | trmm.h [code] | 
| Routines for multiplying by a triangular Matrix or LowerMatrix. | |
| file | trmv.h [code] | 
| Variety of routines all for triangular Matrix*Vector multiplies. All just delegate to trmm() | |
| file | trsm.h [code] | 
| Routines for backsolving by a triangular Matrix or LowerMatrix. | |
| file | trsv.h [code] | 
| Variety of routines all for triangular Matrix solves. All just delegate to trsm() | |
| file | Vector.h [code] | 
| Container for either a column vector or row vector (depends upon the usage context) | |
| file | vectorcat.h [code] | 
| Routines to concatenate Vector's. | |
| file | VectorRange.h [code] | 
| Interface class for representing subranges of dense Vector's. | |
| file | vertcat.h [code] | 
| Routines to concatenate Matrix's in top/bottom fashion. | |
| file | ZCholeskySolver.h [code] | 
| A solver suitable for a complex hermitian positive definite Matrix. | |
| file | ZLDLHSolver.h [code] | 
| A solver suitable for a complex hermitian Matrix (indefinite is fine). Encapsulates hetrf() | |
| file | ZLDLTSolver.h [code] | 
| A solver suitable for a complex symmetric Matrix (indefinite is fine). Encapsulates sytrf() | |
Containers and algorithms for dense linear algebra. [tutorial] .
 1.8.13
 1.8.13