matrixutilities Directory Reference

Files
file	basisincompleteordered.cpp [code]
file	basisincompleteordered.hpp [code]
file	bicgstab.cpp [code]
	bi-conjugated gradient stableized algorithm
file	bicgstab.hpp [code]
	Biconjugate gradient stabilized method.
file	choleskydecomposition.cpp [code]
file	choleskydecomposition.hpp [code]
	Cholesky decomposition.
file	expm.cpp [code]
	matrix exponential
file	expm.hpp [code]
	matrix exponential
file	factorreduction.cpp [code]
file	factorreduction.hpp [code]
	Single factor correlation reduction.
file	getcovariance.cpp [code]
file	getcovariance.hpp [code]
	Covariance matrix calculation.
file	gmres.cpp [code]
	generalized minimal residual method
file	gmres.hpp [code]
	generalized minimal residual method
file	pseudosqrt.cpp [code]
file	pseudosqrt.hpp [code]
	pseudo square root of a real symmetric matrix
file	qrdecomposition.cpp [code]
	QR decomposition.
file	qrdecomposition.hpp [code]
	QR decomposition.
file	sparseilupreconditioner.cpp [code]
file	sparseilupreconditioner.hpp [code]
	Preconditioner using the Incomplete LU algorithm and sparse matrices.
file	sparsematrix.hpp [code]
	typedef for boost sparse matrix class
file	svd.cpp [code]
file	svd.hpp [code]
	singular value decomposition
file	symmetricschurdecomposition.cpp [code]
file	symmetricschurdecomposition.hpp [code]
	Eigenvalues/eigenvectors of a real symmetric matrix.
file	tapcorrelations.cpp [code]
file	tapcorrelations.hpp [code]
file	tqreigendecomposition.cpp [code]
file	tqreigendecomposition.hpp [code]
	tridiag. QR eigen decompositions with implicit shift