Package org.drip.numerical.linearalgebra
Linear Algebra Matrix Transform Library
- Author:
- Lakshmi Krishnamurthy
-
Class Summary Class Description LinearizationOutput LinearizationOutput holds the output of a sequence of linearization operations.LinearSystemSolver LinearSystemSolver implements the solver for a system of linear equations given by A * x = B where A is the matrix, x the set of variables, and B is the result to be solved for.Matrix Matrix implements Matrix manipulation routines.MatrixComplementTransform MatrixComplementTransform holds the results of Matrix transforms on the source and the complement, e.g., during a Matrix Inversion Operation.QR QR holds the Results of QR Decomposition - viz., the Q and the R Matrices.UD UD holds the U and the D Matrices that form the Result of the UDU Transpose Decomposition.