CholeskyDecomposition |
Cholesky decomposition class. |
EigenvalueDecomposition |
Class to obtain eigenvalues and eigenvectors of a real matrix. |
LUDecomposition |
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. |
Matrix |
Matrix class. |
QRDecomposition |
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 so that
A = Q*R. |
SingularValueDecomposition |
For an m-by-n matrix A with m >= n, the singular value decomposition is
an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and
an n-by-n orthogonal matrix V so that A = U*S*V'. |