Package dk.alexandra.fresco.stat.linearalgebra

  • Class Summary 
    Class Description
    AffineMap
    Apply an affine map to a vector
    BackSubstitution
    Use backward substitution to compute a vector x such that ax = b, where a is upper triangular square matrix.
    Convolution
    Compute the discrete convolution of two vectors
    ForwardSubstitution
    Use forward substitution to compute a vector x such that ax = b, where a is lower triangular square matrix.
    GramSchmidt
    Perform the Gram-Schmidt process on a list of linearly independent vectors.
    InvertTriangularMatrix
    Invert lower triangular matrix.
    LinearInverseProblem
    Solve a linear inverse problem, eg.
    MoorePenrosePseudoInverse
    Compute the Moore-Penrose pseudo inverse of a matrix A.
    NormalizeVector
    Normalize a vector.
    Projection
    Compute the projection of a vector onto another.
    QRAlgorithm
    Compute eigenvalues of a matrix using the iterative QR algorithm.
    QRDecomposition
    Compute the QR-decomposition of an mxn-matrix A with m ≥ n and full column rank.