| Cholesky |
Cholesky decomposition is a decomposition of a symmetric, positive-definite
matrix into a lower triangular matrix L and the transpose of the lower
triangular matrix such that A = L*L'.
|
| EVD |
Eigen decomposition of a real matrix.
|
| JMatrix |
A pure Java implementation of DenseMatrix whose data is stored in a single 1D array of
doubles in column major order.
|
| Lanczos |
The Lanczos algorithm is a direct algorithm devised by Cornelius Lanczos
that is an adaptation of power methods to find the most useful eigenvalues
and eigenvectors of an nth order linear system with a limited
number of operations, m, where m is much smaller than n.
|
| LU |
For an m-by-n matrix A with m ≥ n, the LU decomposition is an m-by-n
unit lower triangular matrix L, an n-by-n upper triangular matrix U,
and a permutation vector piv of length m so that A(piv,:) = L*U.
|
| QR |
For an m-by-n matrix A with m ≥ n, the QR decomposition is an m-by-n
orthogonal matrix Q and an n-by-n upper triangular matrix R such that
A = Q*R.
|
| SVD |
Singular Value Decomposition.
|