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 | sparsematrix.hpp |
typedef for boost sparse matrix class | |
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 | |