Uses of Package
org.drip.numerical.linearalgebra
| Package | Description |
|---|---|
| org.drip.numerical.eigen |
QR PICE Eigen Component Extractor
|
| org.drip.numerical.linearalgebra |
Linear Algebra Matrix Transform Library
|
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Classes in org.drip.numerical.linearalgebra used by org.drip.numerical.eigen Class Description UD UD holds the U and the D Matrices that form the Result of the UDU Transpose Decomposition. -
Classes in org.drip.numerical.linearalgebra used by org.drip.numerical.linearalgebra Class Description 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.QR QR holds the Results of QR Decomposition - viz., the Q and the R Matrices.