libnewmat10ldbl

Description

Newmat library is intended for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.

Newmat supports matrix types: Matrix (rectangular matrix); UpperTriangularMatrix; LowerTriangularMatrix; DiagonalMatrix; SymmetricMatrix; BandMatrix; UpperBandMatrix; LowerBandMatrix; SymmetricBandMatrix; IdentityMatrix; RowVector; ColumnVector.

Only one element type (float or double) is supported (default is double).

The library includes the operations *, +, -, *=, +=, -=, Kronecker product, Schur product, concatenation, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, eigenvalues of a symmetric matrix, sorting, fast Fourier and trig. transforms and printing.

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Homepage

http://www.robertnz.net/nm_intro.htm

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