Cholesky |
Cholesky decomposition is a decomposition of a symmetric, positive-definite
matrix into a lower triangular matrix L and the transpose of the lower
triangular matrix such that A = L*L'.
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EVD |
Eigen decomposition of a real matrix.
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JMatrix |
A pure Java implementation of DenseMatrix whose data is stored in a single 1D array of
doubles in column major order.
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Lanczos |
The Lanczos algorithm is a direct algorithm devised by Cornelius Lanczos
that is an adaptation of power methods to find the most useful eigenvalues
and eigenvectors of an nth order linear system with a limited
number of operations, m, where m is much smaller than n.
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LU |
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.
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QR |
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 such that
A = Q*R.
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SVD |
Singular Value Decomposition.
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