See: Description
Interface  Description 

ARPACK 
ARPACK is a collection of Fortran77 subroutines designed to
solve large scale eigenvalue problems.

DoubleConsumer 
Double precision matrix element stream consumer.

FloatConsumer 
Single precision matrix element stream consumer.

LinearSolver 
The interface of the solver of linear system.

PageRank 
PageRank is a link analysis algorithm and it assigns a numerical weighting
to each element of a hyperlinked set of documents, such as the World Wide
Web, with the purpose of "measuring" its relative importance within the
set.

Preconditioner 
The preconditioner matrix in the biconjugate gradient method.

Class  Description 

BandMatrix 
A band matrix is a sparse matrix, whose nonzero entries are confined to
a diagonal band, comprising the main diagonal and zero or more diagonals
on either side.

BandMatrix.Cholesky 
The Cholesky decomposition of a symmetric, positivedefinite matrix.

BandMatrix.LU 
The LU decomposition.

BiconjugateGradient 
The biconjugate gradient method is an algorithm to
solve systems of linear equations.

DMatrix 
Double precision matrix base class.

FloatBandMatrix 
A band matrix is a sparse matrix, whose nonzero entries are confined to
a diagonal band, comprising the main diagonal and zero or more diagonals
on either side.

FloatBandMatrix.Cholesky 
The Cholesky decomposition of a symmetric, positivedefinite matrix.

FloatBandMatrix.LU 
The LU decomposition.

FloatMatrix  
FloatMatrix.Cholesky 
The Cholesky decomposition of a symmetric, positivedefinite matrix.

FloatMatrix.EVD 
Eigenvalue decomposition.

FloatMatrix.LU 
The LU decomposition.

FloatMatrix.QR 
The QR decomposition.

FloatMatrix.SVD 
Singular Value Decomposition.

FloatSparseMatrix 
A sparse matrix is a matrix populated primarily with zeros.

FloatSymmMatrix 
They symmetric matrix in packed storage.

FloatSymmMatrix.BunchKaufman 
The LU decomposition.

FloatSymmMatrix.Cholesky 
The Cholesky decomposition of a symmetric, positivedefinite matrix.

IMatrix<T> 
An abstract interface of matrix.

Lanczos 
The Lanczos algorithm is a direct algorithm devised by Cornelius Lanczos
that is an adaptation of power methods to find the most useful eigenvalues
and eigenvectors of an n^{th} order linear system with a limited
number of operations, m, where m is much smaller than n.

Matrix  
Matrix.Cholesky 
The Cholesky decomposition of a symmetric, positivedefinite matrix.

Matrix.EVD 
Eigenvalue decomposition.

Matrix.LU 
The LU decomposition.

Matrix.QR 
The QR decomposition.

Matrix.SVD 
Singular Value Decomposition.

PowerIteration 
The power iteration (also known as power method) is an eigenvalue algorithm
that will produce the greatest (in absolute value) eigenvalue and a nonzero
vector the corresponding eigenvector.

SMatrix 
Single precision matrix base class.

SparseMatrix 
A sparse matrix is a matrix populated primarily with zeros.

SymmMatrix 
They symmetric matrix in packed storage.

SymmMatrix.BunchKaufman 
The LU decomposition.

SymmMatrix.Cholesky 
The Cholesky decomposition of a symmetric, positivedefinite matrix.

Enum  Description 

ARPACK.AsymmOption 
Which eigenvalues of asymmetric matrix to compute.

ARPACK.SymmOption 
Which eigenvalues of symmetric matrix to compute.

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.