Interface | Description |
---|---|
BidiagonalDecomposition<T extends Matrix> |
Computes a matrix decomposition such that:
A = U*B*VT where A is m by n, U is orthogonal and m by m, B is an m by n bidiagonal matrix, V is orthogonal and n by n. |
BidiagonalDecomposition_F32<T extends Matrix> |
Implementation of
BidiagonalDecomposition for 32-bit floats |
BidiagonalDecomposition_F64<T extends Matrix> |
Implementation of
BidiagonalDecomposition for 64-bit floats |
CholeskyDecomposition<MatrixType extends Matrix> |
Cholesky decomposition.
|
CholeskyDecomposition_F32<MatrixType extends Matrix> |
Implementation of
CholeskyDecomposition for 32-bit floats. |
CholeskyDecomposition_F64<MatrixType extends Matrix> |
Implementation of
CholeskyDecomposition for 64-bit floats. |
CholeskyLDLDecomposition<MatrixType extends Matrix> |
Cholesky LDLT decomposition.
|
CholeskyLDLDecomposition_F32<MatrixType extends Matrix> |
Implementation of
CholeskyDecomposition for 32-bit floats. |
CholeskyLDLDecomposition_F64<MatrixType extends Matrix> |
Implementation of
CholeskyDecomposition for 64-bit floats. |
CholeskySparseDecomposition<MatrixType extends Matrix> | |
CholeskySparseDecomposition_F64<MatrixType extends Matrix> |
Implementation of
CholeskySparseDecomposition for 64-bit floats. |
DecompositionInterface<T extends Matrix> |
An interface for performing matrix decompositions.
|
DecompositionSparseInterface<T extends Matrix> |
Decomposition for sparse matrices.
|
EigenDecomposition<T extends Matrix> |
This is a generic interface for computing the eigenvalues and eigenvectors of a matrix.
|
EigenDecomposition_F32<MatrixType extends Matrix> |
Implementation of
EigenDecomposition for 64-bit floats |
EigenDecomposition_F64<MatrixType extends Matrix> |
Implementation of
EigenDecomposition for 32-bit floats |
LUDecomposition<T extends Matrix> |
LU Decomposition refactors the original matrix such that:
PT*L*U = A where P is a pivot matrix, L is a lower triangular matrix, U is an upper triangular matrix and A is the original matrix. |
LUDecomposition_F32<T extends Matrix> |
Implementation of
LUDecomposition for 64-bit numbers |
LUDecomposition_F64<T extends Matrix> |
Implementation of
LUDecomposition for 64-bit numbers |
LUSparseDecomposition<MatrixType extends Matrix> | |
LUSparseDecomposition_F64<T extends Matrix> |
Implementation of
LUSparseDecomposition for 64-bit numbers |
QRDecomposition<T extends Matrix> |
QR decompositions decompose a rectangular matrix 'A' such that 'A=QR'.
|
QRPDecomposition<T extends Matrix> |
Similar to
QRDecomposition but it can handle the rank deficient case by
performing column pivots during the decomposition. |
QRPDecomposition_F32<T extends Matrix> |
Implementation of
QRPDecomposition for 3-bit floats |
QRPDecomposition_F64<T extends Matrix> |
Implementation of
QRPDecomposition for 64-bit floats |
QRSparseDecomposition<T extends Matrix> |
Sparse
QRDecomposition |
SingularValueDecomposition<T extends Matrix> |
This is an abstract class for computing the singular value decomposition (SVD) of a matrix, which is defined
as:
A = U * W * V T where A is m by n, and U and V are orthogonal matrices, and W is a diagonal matrix. |
SingularValueDecomposition_F32<T extends Matrix> |
Implementation of
SingularValueDecomposition for 64-bit floats. |
SingularValueDecomposition_F64<T extends Matrix> |
Implementation of
SingularValueDecomposition for 64-bit floats. |
TridiagonalSimilarDecomposition<MatrixType extends Matrix> |
Finds the decomposition of a matrix in the form of:
A = O*T*OT where A is a symmetric m by m matrix, O is an orthogonal matrix, and T is a tridiagonal matrix. |
TridiagonalSimilarDecomposition_F32<MatrixType extends Matrix> |
Implementation of
TridiagonalSimilarDecomposition for 32-bit floats |
TridiagonalSimilarDecomposition_F64<MatrixType extends Matrix> |
Implementation of
TridiagonalSimilarDecomposition for 64-bit floats |