Uses of Package
org.drip.numerical.linearalgebra
| Package | Description |
|---|---|
| org.drip.numerical.eigenization |
Eigen-value and Eigen-component Extraction Schemes
|
| org.drip.numerical.linearalgebra |
Linear Algebra Matrix Transform Library
|
| org.drip.numerical.linearsolver |
Solvers of Linear Systems of Equations
|
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Classes in org.drip.numerical.linearalgebra used by org.drip.numerical.eigenization 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 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.MatrixComplementTransform MatrixComplementTransform holds the results of Matrix transforms on the source and the complement, e.g., during a Matrix Inversion Operation. -
Classes in org.drip.numerical.linearalgebra used by org.drip.numerical.linearsolver Class Description LinearizationOutput LinearizationOutput holds the output of a sequence of linearization operations.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.