All Classes
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All Classes Interface Summary Class Summary Class Description AdjLinearSolverQr_DDRM A solver for QR decomposition that can efficiently modify the previous decomposition when data is added or removed.AdjustableLinearSolver_DDRM In many situations solutions to linear systems that share many of the same data points are needed.BaseDecomposition_DDRB_to_DDRM Generic interface for wrapping aDMatrixRBlockdecomposition for processing ofDMatrixRMaj.BaseLinearSolverQrp_DDRM Base class for QR pivot based pseudo inverse classes.BidiagonalDecompositionRow_DDRM Performs aBidiagonalDecomposition_F64using householder reflectors.BidiagonalDecompositionTall_DDRM BidiagonalDecomposition_F64specifically designed for tall matrices.BidiagonalHelper_DDRB BlockHouseHolder_DDRB Contains various helper functions for performing a block matrix QR decomposition.CholeskyDecomposition_DDRB_to_DDRM Wrapper aroundCholeskyOuterForm_DDRBthat allows it to process DMatrixRMaj.CholeskyDecompositionBlock_DDRM This is an implementation of Cholesky that processes internal submatrices as blocks.CholeskyDecompositionCommon_DDRM This is an abstract class for a Cholesky decomposition.CholeskyDecompositionInner_DDRM This implementation of a Cholesky decomposition using the inner-product form.CholeskyDecompositionLDL_DDRM This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:
L*D*LT=A
where L is a lower triangular matrix with zeros on the diagonal.CholeskyOuterForm_DDRB Block Cholesky using outer product form.CholeskyOuterSolver_DDRB Linear solver that uses a block cholesky decomposition.CommonOps_DDF2 Common matrix operations for fixed sized matrices which are 2 x 2 or 2 element vectors.CommonOps_DDF3 Common matrix operations for fixed sized matrices which are 3 x 3 or 3 element vectors.CommonOps_DDF4 Common matrix operations for fixed sized matrices which are 4 x 4 or 4 element vectors.CommonOps_DDF5 Common matrix operations for fixed sized matrices which are 5 x 5 or 5 element vectors.CommonOps_DDF6 Common matrix operations for fixed sized matrices which are 6 x 6 or 6 element vectors.CommonOps_DDRM Common matrix operations are contained here.CovarianceOps_DDRM Contains operations specific to covariance matrices.CovarianceRandomDraw_DDRM Generates random vectors based on a zero mean multivariate Gaussian distribution.DecompositionFactory_DDRM Contains operations related to creating and evaluating the quality of common matrix decompositions.DeterminantFromMinor_DDRM Computes the determinant of a matrix using Laplace expansion.DMatrixComponent Renders a matrix as an image.DMatrixVisualization Functions for visualizing matrices in a GUI matrices.EigenOps_DDRM Additional functions related to eigenvalues and eigenvectors of a matrix.EigenPowerMethod_DDRM The power method is an iterative method that can be used to find dominant eigen vector in a matrix.EigenvalueExtractor_DDRM EigenvalueSmall_F64 GenericMatrixOps_F64 HessenbergSimilarDecomposition_DDRM Finds the decomposition of a matrix in the form of:
A = OHOT
where A is an m by m matrix, O is an orthogonal matrix, and H is an upper Hessenberg matrix.ImplCommonOps_DDMA Implementations of common ops routines forDMatrixRMaj.ImplCommonOps_DDRM Implementations of common ops routines forDMatrixRMaj.InnerCholesky_DDRB Performs a cholesky decomposition on an individual inner block.InnerMultiplication_DDRB Matrix multiplication for the inner row major blocks, typically inside of aDMatrixRBlock.InnerRankUpdate_DDRB Performs rank-n update operations on the inner blocks of aDMatrixRBlockIt is assumed and not checked that the submatrices are aligned along the matrix's blocks.InnerTriangularSolver_DDRB Contains triangular solvers for inner blocks of aDMatrixRBlock.InvertUsingSolve_DDRM A matrix can be easily inverted by solving a system with an identify matrix.LinearSolver_DDRB_to_DDRM Wrapper that allowsDMatrixRBlockto implementsLinearSolverDense.LinearSolverAbstract_DDRM An abstract class that provides some common functionality and a default implementation of invert that uses the solve function of the child class.LinearSolverChol_DDRB A wrapper aroundCholeskyDecomposition_F64(DMatrixRBlock) that allows it to be easily used withDMatrixRMaj.LinearSolverChol_DDRM LinearSolverCholLDL_DDRM LinearSolverFactory_DDRM A factory for generating solvers for systems of the form A*x=b, where A and B are known and x is unknown.LinearSolverLu_DDRM For each column in the B matrix it makes a copy, which is then solved for and writen into X.LinearSolverLuBase_DDRM LinearSolverLuKJI_DDRM To avoid cpu cache issues the order in which the arrays are traversed have been changed.LinearSolverQr_DDRM A solver for a generic QR decomposition algorithm.LinearSolverQrBlock64_DDRM Wrapper aroundQrHouseHolderSolver_DDRBthat allows it to processDMatrixRMaj.LinearSolverQrHouse_DDRM QR decomposition can be used to solve for systems.LinearSolverQrHouseCol_DDRM QR decomposition can be used to solve for systems.LinearSolverQrHouseTran_DDRM QR decomposition can be used to solve for systems.LinearSolverQrpHouseCol_DDRM Performs a pseudo inverse solver using theQRColPivDecompositionHouseholderColumn_DDRMdecomposition directly.LinearSolverUnrolled_DDRM Solver which uses an unrolled inverse to compute the inverse.LUDecompositionAlt_DDRM An LU decomposition algorithm that originally came from Jama.LUDecompositionBase_DDRM Contains common data structures and operations for LU decomposition algorithms.MatrixFeatures_DDF2 Matrix features for fixed sized matrices which are 2 x 2 or 2 element vectors.MatrixFeatures_DDF3 Matrix features for fixed sized matrices which are 3 x 3 or 3 element vectors.MatrixFeatures_DDF4 Matrix features for fixed sized matrices which are 4 x 4 or 4 element vectors.MatrixFeatures_DDF5 Matrix features for fixed sized matrices which are 5 x 5 or 5 element vectors.MatrixFeatures_DDF6 Matrix features for fixed sized matrices which are 6 x 6 or 6 element vectors.MatrixFeatures_DDRM Used to compute features that describe the structure of a matrix.MatrixMatrixMult_DDRM This class contains various types of matrix matrix multiplication operations forDMatrix1Row.MatrixMult_DDRB Matrix multiplication forDMatrixRBlock.MatrixMultProduct_DDRM Specialized operations for performing inner and outer products for matrices.MatrixOps_DDRB Various operations onDMatrixRBlock.MatrixVectorMult_DDRM This class contains various types of matrix vector multiplcation operations forDMatrixRMaj.NormOps_DDF2 Matrix norm related operations for fixed sized matrices of size 2.NormOps_DDF3 Matrix norm related operations for fixed sized matrices of size 3.NormOps_DDF4 Matrix norm related operations for fixed sized matrices of size 4.NormOps_DDF5 Matrix norm related operations for fixed sized matrices of size 5.NormOps_DDF6 Matrix norm related operations for fixed sized matrices of size 6.NormOps_DDRM Norms are a measure of the size of a vector or a matrix.QRColPivDecompositionHouseholderColumn_DDRM Performs QR decomposition with column pivoting.QRDecomposition_DDRB_to_DDRM Wrapper that allowsQRDecomposition(DMatrixRBlock) to be used as aQRDecomposition(DMatrixRMaj).QRDecompositionHouseholder_DDRB QR decomposition forDMatrixRBlockusing householder reflectors.QRDecompositionHouseholder_DDRM This variation of QR decomposition uses reflections to compute the Q matrix.QRDecompositionHouseholderColumn_DDRM Householder QR decomposition is rich in operations along the columns of the matrix.QRDecompositionHouseholderTran_DDRM Householder QR decomposition is rich in operations along the columns of the matrix.QrHelperFunctions_DDRM Contains different functions that are useful for computing the QR decomposition of a matrix.QrHouseHolderSolver_DDRB A solver forQRDecompositionHouseholder_DDRB.QrUpdate_DDRM The effects of adding and removing rows from the A matrix in a QR decomposition can be computed much faster than simply recomputing the whole decomposition.RandomMatrices_DDRM Contains a list of functions for creating random row real matrices and vectors with different structures.RrefGaussJordanRowPivot_DDRM Reduction to RREF using Gauss-Jordan elimination with row (partial) pivots.SafeSvd_DDRM Wraps around aSingularValueDecompositionand ensures that the input is not modified.SingularOps_DDRM Operations related to singular value decomposition.SolveNullSpaceQR_DDRM Uses QR decomposition to find the null-space for a matrix of any shape if the number of singular values is known.SolveNullSpaceQRP_DDRM Uses QR decomposition to find the null-space for a matrix of any shape if the number of singular values is known.=SolveNullSpaceSvd_DDRM SolvePseudoInverseQrp_DDRM A pseudo inverse solver for a generic QR column pivot decomposition algorithm.SolvePseudoInverseSvd_DDRM The pseudo-inverse is typically used to solve over determined system for which there is no unique solution.
x=inv(ATA)ATb
where A ∈ ℜ m × n and m ≥ n.SpecializedOps_DDRM This contains less common or more specialized matrix operations.SubmatrixOps_DDRM Operations that are performed on a submatrix inside a larger matrix.SvdImplicitQrAlgorithm_DDRM Computes the QR decomposition of a bidiagonal matrix.SvdImplicitQrDecompose_DDRM Computes the Singular value decomposition of a matrix using the implicit QR algorithm for singular value decomposition.SwitchingEigenDecomposition_DDRM Checks to see what type of matrix is being decomposed and calls different eigenvalue decomposition algorithms depending on the results.SymmetricQrAlgorithm_DDRM Computes the eigenvalues and eigenvectors of a symmetric tridiagonal matrix using the symmetric QR algorithm.SymmetricQRAlgorithmDecomposition_DDRM Computes the eigenvalues and eigenvectors of a real symmetric matrix using the symmetric implicit QR algorithm.SymmetricQREigenHelper_DDRM A helper class for the symmetric matrix implicit QR algorithm for eigenvalue decomposition.TransposeAlgs_DDRM Low level transpose algorithms.TriangularSolver_DDRB Contains triangular solvers forDMatrixRBlockblock aligned sub-matrices.TriangularSolver_DDRM This contains algorithms for solving systems of equations where T is a non-singular triangular matrix:
T*x = b
where x and b are vectors, and T is an n by n matrix.TridiagonalDecomposition_DDRB_to_DDRM Wrapper around a block implementation of TridiagonalSimilarDecomposition_F64TridiagonalDecompositionHouseholder_DDRB Tridiagonal similar decomposition for block matrices.TridiagonalDecompositionHouseholder_DDRM Performs asimilar tridiagonal decompositionon a square symmetric input matrix.TridiagonalDecompositionHouseholderOrig_DDRM A straight forward implementation from "Fundamentals of Matrix Computations," Second Edition.
This is only saved to provide a point of reference in benchmarks.TridiagonalHelper_DDRB UnrolledCholesky_DDRM Performs an unrolled lower cholesky decomposition for small matrices.UnrolledDeterminantFromMinor_DDRM This code was auto generated by GenerateDeterminantFromMinor and should not be modified directly.UnrolledInverseFromMinor_DDRM This code was auto generated by GenerateInverseFromMinor and should not be modified directly.UtilDecompositons_DDRM Helper functions for generic decompsotions.VectorOps_DDRB Math operations for inner vectors (row and column) inside of block matrices:
scale: bi = α*ai
div: i = ai/α
add: ci = α*ai + βBi
dot: c = sum ai*biVectorVectorMult_DDRM Operations that involve multiplication of two vectors.WatchedDoubleStepQRDecomposition_DDRM Finds the eigenvalue decomposition of an arbitrary square matrix using the implicit double-step QR algorithm.WatchedDoubleStepQREigen_DDRM The double step implicit Eigenvalue decomposition algorithm is fairly complicated and needs to be designed so that it can handle several special cases.WatchedDoubleStepQREigenvalue_DDRM WatchedDoubleStepQREigenvector_DDRM