19 lines
967 B
Text
19 lines
967 B
Text
LinAlg -- C++ Linear Algebra and Optimization classlib
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- Matrix, Vector, subMatrices, and LAStreams over real domain;
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- Matrix inverse, norms, determinant, lazy matrices, Singular Value
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Decomposition (SVD) and applications, nested functions;
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- Brent's univariate optimization and root finding, Hooke-Jeeves
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multidimensional optimization of functors, Aitken-Lagrange interpolation;
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- LinAlg stresses Matrix streams, which provide a sequential
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view/access to a matrix or its parts. LABlockStreams may
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span over an arbitrary rectangular block of a matrix, including the
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whole matrix, a single matrix element, and all other block sizes in
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between. Matrix streams are seekable and subrange-able. A stream or
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a substream are always created in-line; they do not allocate any
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heap storage, and are safe.
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- Every feature is extensively tested in the validation code (included).
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WWW: http://okmij.org/ftp/packages.html
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Oleg Kiselyov <oleg@pobox.com>
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