| Interface | Description |
|---|---|
| BiDiagonalization |
Given a tall (m x n) matrix A, where m ≥ n,
find orthogonal matrices U and V such that U' * A * V = B.
|
| Class | Description |
|---|---|
| BiDiagonalizationByGolubKahanLanczos |
This implementation uses Golub-Kahan-Lanczos algorithm with reorthogonalization.
|
| BiDiagonalizationByHouseholder |
Given a tall (m x n) matrix A, where m ≥ n,
we find orthogonal matrices U and V such that U' * A * V = B.
|
| SymmetricTridiagonalDecomposition |
Given a square, symmetric matrix A, we find Q
such that Q' * A * Q = T , where T is a tridiagonal matrix.
|
| TriDiagonalization |
A tri-diagonal matrix A is a matrix such that
it has non-zero elements only in the main diagonal, the first diagonal below, and the first
diagonal above.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.