IGLib 1.4
The IGLib base library for development of numerical, technical and business applications.

MatrixDecompositions.cs File Reference

Classes

interface  IG::Num::ILinearSolver
 Classes that can be used for solution of linear systems of equations. This interface is mainly used for matrix dexompositions. More...
class  IG::Num::LinearSolverBase
class  IG::Num::LUDecomposition
 LU decomposition of a matrix. Objects of this class are immutable. Decomposition is calculated at initialization, and the decomposed matrix can not be replaced later. More...
class  IG::Num::QRDecomposition
 QR decomposition of a matrix. Objects of this class are immutable. Decomposition is calculated at initialization, and the decomposed matrix can not be replaced later. More...
class  IG::Num::CholeskyDecomposition
 Cholesky decomposition of a matrix. Available for symmetric positive definite matrices. Objects of this class are immutable. Decomposition is calculated at initialization, and the decomposed matrix can not be replaced later. More...
class  IG::Num::EigenValueDecomposition
 Eigenvalue decomposition of a matrix. Calculates eigenvectors and eigenvalues of a real matrix.Objects of this class are immutable. Decomposition is calculated at initialization, and the decomposed matrix can not be replaced later. More...
class  IG::Num::SingularValueDecomposition
 Singular value decomposition of a matrix. Calculates eigenvectors and eigenvalues of a real matrix.Objects of this class are immutable. Decomposition is calculated at initialization, and the decomposed matrix can not be replaced later. More...

Namespaces

namespace  IG::Num
 All Classes Namespaces Files Functions Variables Enumerations Properties Events