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See:
Description
| Class Summary | |
|---|---|
| DMatrix | A double-precision matrix. |
| DMatrixChd | Cholesky decomposition of a symmetric positive-definite matrix A. |
| DMatrixEvd | Eigenvalue and eigenvector decomposition of a square matrix A. |
| DMatrixLud | LU decomposition of a matrix A. |
| DMatrixQrd | QR decomposition of a matrix A. |
| DMatrixSvd | Singular value decomposition of a matrix A. |
Linear algebra via LAPACK.
This Java package depends on CLAPACK, which is LAPACK (Linear Algebra PACKage), written in Fortran and converted to C. The computational efficiency of CLAPACK depends primarily on the BLAS (Basic Linear Algebra Subroutines). BLAS libraries are typically tuned for different processors.
For more information on LAPACK, see Anderson, E., Bai, Z., Bischof, C., Blackford, S., Demmel, J., Dongarra, J., Du Croz, J., Greenbaum, A, Hammarling, S, McKenney, A, and Sorensen, D., 1999, LAPACK Users' Guide, 3rd Edition, SIAM.
The interface presented by this package is adapted from that of the public-domain pure Java package Jama, which was developed by Joe Hicklin, Cleve Moler, and Peter Webb of The MathWorks, Inc., and by Ronald Boisvert, Bruce Miller, Roldan Pozo, and Karin Remington of the National Institue of Standards and Technology.
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