Package org.drip.numerical.linearalgebra

Linear Algebra Matrix Transform Library

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
GershgorinAnalyzer	GershgorinDisc contains the diagonal entry and the "Radius" of a Row of a Square Matrix.
GershgorinDisc	GershgorinDisc contains the diagonal entry and the "Radius" of a Row of a Square Matrix.
LinearizationOutput	LinearizationOutput holds the output of a sequence of linearization operations.
MatrixComplementTransform	MatrixComplementTransform holds the results of Matrix transforms on the source and the complement, e.g., during a Matrix Inversion Operation.
R1MatrixUtil	R1MatrixUtil implements R1 Matrix manipulation routines.
SylvesterEquation	SylvesterEquation holds the A, B, and C components of a Sylvester Equation, which is defined by: A.X + X.B = C X is the unknown whose solution is to sought.
UD	UD holds the U and the D Matrices that form the Result of the UDU Transpose Decomposition.