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Package smile.math.matrix

Matrix interface, dense and sparse (band or irregular) matrix encapsulation classes, LU, QR, Cholesky, SVD and eigen decompositions, etc.

See: Description

Package smile.math.matrix Description

Matrix interface, dense and sparse (band or irregular) matrix encapsulation classes, LU, QR, Cholesky, SVD and eigen decompositions, etc. A matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries.

One of most important matrix operations is the matrix vector multiplication, which is the only operation needed in many iterative matrix algorithms, e.g. biconjugate gradient method for solving linear equations and power iteration and Lanczos algorithm for eigen decomposition, which are usually very efficient for very large and sparse matrices.

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