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  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