libjama-java

Basic linear algebra library for Java

Description

Provides fundamental operations of numerical linear algebra. The package provides five matrix decompositions. These decompositions are accessed by the Matrix class to compute solutions of simultaneous linear equations, determinants, inverses and other matrix functions.

The five decompositions are:
 * Cholesky Decomposition of symmetric, positive definite matrices
 * LU Decomposition (Gaussian elimination) of rectangular matrices
 * QR Decomposition of rectangular matrices
 * Eigenvalue Decomposition of both symmetric and nonsymmetric square matrices
 * Singular Value Decomposition of rectangular matrices

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Homepage

http://math.nist.gov/javanumerics/jama/


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