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.