Uses of Package
org.drip.numerical.decomposition
Package | Description |
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org.drip.numerical.decomposition |
Jordan Normal, UV, and QR Decompositions
|
org.drip.numerical.linearalgebra |
Linear Algebra Matrix Transform Library
|
org.drip.numerical.matrix |
Implementation of R1 C1 Matrices
|
org.drip.numerical.matrixnorm |
Implementation of Matrix Norm Variants
|
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Classes in org.drip.numerical.decomposition used by org.drip.numerical.decomposition Class Description JordanNormalJ JordanNormalJ implements the J in the Jordan Normal Form Matrix VJV-1.JordanNormalJSubM JordanNormalJSubM implements the Jmi Jordan Normal Form Matrix.UV UV holds the components of a UV Decomposition. -
Classes in org.drip.numerical.decomposition used by org.drip.numerical.linearalgebra Class Description QR QR holds the Results of QR Decomposition - viz., the Q and the R Matrices. -
Classes in org.drip.numerical.decomposition used by org.drip.numerical.matrix Class Description QR QR holds the Results of QR Decomposition - viz., the Q and the R Matrices. -
Classes in org.drip.numerical.decomposition used by org.drip.numerical.matrixnorm Class Description SingularValueDecomposer SingularValueDecomposer runs the Singular Value Decomposition on a specified Matrix.