Linear Algebra

Wikis > SuanShu > Packages > BASIC > Linear Algebra
  • vector
  • vector space
  • various matrix representations:
    • bi-diagonal
    • diagonal
    • tri-diagonal
    • Givens
    • Hilbert
    • lower/upper triangular
    • permutation
  • sparse vector representations:
  • sparse matrix representations:
    • CSR
    • DOK
    • LIL
  • iterative sparse matrix solver:
    • stationary
      • Jacobi
      • Gauss-Seidel
      • SOR
      • SSOR
    • non-stationary
      • Steepest Descent
      • BiCG
      • BiCGStabl
      • CGNE
      • CGNR
      • CG
      • CGS
      • GCR
      • GMRES
      • MinRes
      • QMR
    • pre-conditioner support
      • Jacobi
      • SSOR
      • customized
  • matrix elementary operations
  • Householder transformation
  • matrix inverse
  • matrix measures:
    • determinant
    • rank
    • trace
    • max
    • min
  • power of matrix
  • matrix pseudoinverse
  • matrix bi-diagonalization
  • matrix tri-diagonalization
  • Cholesky decomposition
  • Doolittle factorization
  • Eigen factorization
  • Gauss-Jordan elimination
  • SVD factorization (for asymmetric matrix)
  • Gram-Schmidt factorization
  • Hessenberg factorization
  • LDL decomposition
  • LU decomposition
  • QR decomposition