NMath Matrix
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NMath Matrix is an advanced matrix manipulation library that extends the general matrix classes of NMath Core to include structured sparse matrix classes and factorizations, general matrix decompositions, and advanced least squares solutions.

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  • Full-featured structured sparse matrix classes, including triangular, symmetric, Hermitian, banded, tridiagonal,symmetric banded, and Hermitian banded.
  • Functions for converting between general matrices and structured sparse matrix types.
  • Functions for transposing structured sparse matrices, computing inner products, and calculating matrix norms.
  • Classes for factoring structured sparse matrices, including LU, Bunch-Kaufman, and Cholesky factorizations, that you can be used to solve linear systems and compute determinants, inverses, and condition numbers.
  • Orthogonal decomposition classes for general matrices, including QR decomposition and singular value decomposition (SVD).
  • Advanced least squares factorization classes for general matrices, including Cholesky, QR, and SVD.
  • Classes for solving symmetric, Hermitian, and nonsymmetric eigenvalue problems.

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