Package org.drip.numerical.decomposition

Jordan Normal, UV, and QR Decompositions
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    JordanNormalJ
    JordanNormalJ implements the J in the Jordan Normal Form Matrix VJV-1.
    JordanNormalJSubM
    JordanNormalJSubM implements the Jmi Jordan Normal Form Matrix.
    JordanNormalVJ
    JordanNormalVJ holds the V and the J components of the Jordan Normal Form Matrix.
    QR
    QR holds the Results of QR Decomposition - viz., the Q and the R Matrices.
    SingularValueDecomposer
    SingularValueDecomposer runs the Singular Value Decomposition on a specified Matrix.
    UV
    UV holds the components of a UV Decomposition.