All Classes
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All Classes Interface Summary Class Summary Class Description AdjLinearSolverQr_FDRM A solver for QR decomposition that can efficiently modify the previous decomposition when data is added or removed.AdjustableLinearSolver_FDRM In many situations solutions to linear systems that share many of the same data points are needed.BaseDecomposition_FDRB_to_FDRM Generic interface for wrapping aFMatrixRBlockdecomposition for processing ofFMatrixRMaj.BaseLinearSolverQrp_FDRM Base class for QR pivot based pseudo inverse classes.BidiagonalDecompositionRow_FDRM Performs aBidiagonalDecomposition_F32using householder reflectors.BidiagonalDecompositionTall_FDRM BidiagonalDecomposition_F32specifically designed for tall matrices.BidiagonalHelper_FDRB BlockHouseHolder_FDRB Contains various helper functions for performing a block matrix QR decomposition.CholeskyDecomposition_FDRB_to_FDRM Wrapper aroundCholeskyOuterForm_FDRBthat allows it to process FMatrixRMaj.CholeskyDecompositionBlock_FDRM This is an implementation of Cholesky that processes internal submatrices as blocks.CholeskyDecompositionCommon_FDRM This is an abstract class for a Cholesky decomposition.CholeskyDecompositionInner_FDRM This implementation of a Cholesky decomposition using the inner-product form.CholeskyDecompositionLDL_FDRM This variant on the Cholesky decomposition avoid the need to take the square root by performing the following decomposition:
L*D*LT=A
where L is a lower triangular matrix with zeros on the diagonal.CholeskyOuterForm_FDRB Block Cholesky using outer product form.CholeskyOuterSolver_FDRB Linear solver that uses a block cholesky decomposition.CommonOps_FDF2 Common matrix operations for fixed sized matrices which are 2 x 2 or 2 element vectors.CommonOps_FDF3 Common matrix operations for fixed sized matrices which are 3 x 3 or 3 element vectors.CommonOps_FDF4 Common matrix operations for fixed sized matrices which are 4 x 4 or 4 element vectors.CommonOps_FDF5 Common matrix operations for fixed sized matrices which are 5 x 5 or 5 element vectors.CommonOps_FDF6 Common matrix operations for fixed sized matrices which are 6 x 6 or 6 element vectors.CommonOps_FDRM Common matrix operations are contained here.CovarianceOps_FDRM Contains operations specific to covariance matrices.CovarianceRandomDraw_FDRM Generates random vectors based on a zero mean multivariate Gaussian distribution.DecompositionFactory_FDRM Contains operations related to creating and evaluating the quality of common matrix decompositions.DeterminantFromMinor_FDRM Computes the determinant of a matrix using Laplace expansion.EigenOps_FDRM Additional functions related to eigenvalues and eigenvectors of a matrix.EigenPowerMethod_FDRM The power method is an iterative method that can be used to find dominant eigen vector in a matrix.EigenvalueExtractor_FDRM EigenvalueSmall_F32 FMatrixComponent Renders a matrix as an image.FMatrixVisualization Functions for visualizing matrices in a GUI matrices.GenericMatrixOps_F32 HessenbergSimilarDecomposition_FDRM Finds the decomposition of a matrix in the form of:
A = OHOT
where A is an m by m matrix, O is an orthogonal matrix, and H is an upper Hessenberg matrix.ImplCommonOps_FDMA Implementations of common ops routines forFMatrixRMaj.ImplCommonOps_FDRM Implementations of common ops routines forFMatrixRMaj.InnerCholesky_FDRB Performs a cholesky decomposition on an individual inner block.InnerMultiplication_FDRB Matrix multiplication for the inner row major blocks, typically inside of aFMatrixRBlock.InnerRankUpdate_FDRB Performs rank-n update operations on the inner blocks of aFMatrixRBlockIt is assumed and not checked that the submatrices are aligned along the matrix's blocks.InnerTriangularSolver_FDRB Contains triangular solvers for inner blocks of aFMatrixRBlock.InvertUsingSolve_FDRM A matrix can be easily inverted by solving a system with an identify matrix.LinearSolver_FDRB_to_FDRM Wrapper that allowsFMatrixRBlockto implementsLinearSolverDense.LinearSolverAbstract_FDRM An abstract class that provides some common functionality and a default implementation of invert that uses the solve function of the child class.LinearSolverChol_FDRB A wrapper aroundCholeskyDecomposition_F32(FMatrixRBlock) that allows it to be easily used withFMatrixRMaj.LinearSolverChol_FDRM LinearSolverCholLDL_FDRM LinearSolverFactory_FDRM A factory for generating solvers for systems of the form A*x=b, where A and B are known and x is unknown.LinearSolverLu_FDRM For each column in the B matrix it makes a copy, which is then solved for and writen into X.LinearSolverLuBase_FDRM LinearSolverLuKJI_FDRM To avoid cpu cache issues the order in which the arrays are traversed have been changed.LinearSolverQr_FDRM A solver for a generic QR decomposition algorithm.LinearSolverQrBlock64_FDRM Wrapper aroundQrHouseHolderSolver_FDRBthat allows it to processFMatrixRMaj.LinearSolverQrHouse_FDRM QR decomposition can be used to solve for systems.LinearSolverQrHouseCol_FDRM QR decomposition can be used to solve for systems.LinearSolverQrHouseTran_FDRM QR decomposition can be used to solve for systems.LinearSolverQrpHouseCol_FDRM Performs a pseudo inverse solver using theQRColPivDecompositionHouseholderColumn_FDRMdecomposition directly.LinearSolverUnrolled_FDRM Solver which uses an unrolled inverse to compute the inverse.LUDecompositionAlt_FDRM An LU decomposition algorithm that originally came from Jama.LUDecompositionBase_FDRM Contains common data structures and operations for LU decomposition algorithms.MatrixFeatures_FDF2 Matrix features for fixed sized matrices which are 2 x 2 or 2 element vectors.MatrixFeatures_FDF3 Matrix features for fixed sized matrices which are 3 x 3 or 3 element vectors.MatrixFeatures_FDF4 Matrix features for fixed sized matrices which are 4 x 4 or 4 element vectors.MatrixFeatures_FDF5 Matrix features for fixed sized matrices which are 5 x 5 or 5 element vectors.MatrixFeatures_FDF6 Matrix features for fixed sized matrices which are 6 x 6 or 6 element vectors.MatrixFeatures_FDRM Used to compute features that describe the structure of a matrix.MatrixMatrixMult_FDRM This class contains various types of matrix matrix multiplication operations forFMatrix1Row.MatrixMult_FDRB Matrix multiplication forFMatrixRBlock.MatrixMultProduct_FDRM Specialized operations for performing inner and outer products for matrices.MatrixOps_FDRB Various operations onFMatrixRBlock.MatrixVectorMult_FDRM This class contains various types of matrix vector multiplcation operations forFMatrixRMaj.NormOps_FDF2 Matrix norm related operations for fixed sized matrices of size 2.NormOps_FDF3 Matrix norm related operations for fixed sized matrices of size 3.NormOps_FDF4 Matrix norm related operations for fixed sized matrices of size 4.NormOps_FDF5 Matrix norm related operations for fixed sized matrices of size 5.NormOps_FDF6 Matrix norm related operations for fixed sized matrices of size 6.NormOps_FDRM Norms are a measure of the size of a vector or a matrix.QRColPivDecompositionHouseholderColumn_FDRM Performs QR decomposition with column pivoting.QRDecomposition_FDRB_to_FDRM Wrapper that allowsQRDecomposition(FMatrixRBlock) to be used as aQRDecomposition(FMatrixRMaj).QRDecompositionHouseholder_FDRB QR decomposition forFMatrixRBlockusing householder reflectors.QRDecompositionHouseholder_FDRM This variation of QR decomposition uses reflections to compute the Q matrix.QRDecompositionHouseholderColumn_FDRM Householder QR decomposition is rich in operations along the columns of the matrix.QRDecompositionHouseholderTran_FDRM Householder QR decomposition is rich in operations along the columns of the matrix.QrHelperFunctions_FDRM Contains different functions that are useful for computing the QR decomposition of a matrix.QrHouseHolderSolver_FDRB A solver forQRDecompositionHouseholder_FDRB.QrUpdate_FDRM The effects of adding and removing rows from the A matrix in a QR decomposition can be computed much faster than simply recomputing the whole decomposition.RandomMatrices_FDRM Contains a list of functions for creating random row real matrices and vectors with different structures.RrefGaussJordanRowPivot_FDRM Reduction to RREF using Gauss-Jordan elimination with row (partial) pivots.SafeSvd_FDRM Wraps around aSingularValueDecompositionand ensures that the input is not modified.SingularOps_FDRM Operations related to singular value decomposition.SolveNullSpaceQR_FDRM Uses QR decomposition to find the null-space for a matrix of any shape if the number of singular values is known.SolveNullSpaceQRP_FDRM Uses QR decomposition to find the null-space for a matrix of any shape if the number of singular values is known.=SolveNullSpaceSvd_FDRM SolvePseudoInverseQrp_FDRM A pseudo inverse solver for a generic QR column pivot decomposition algorithm.SolvePseudoInverseSvd_FDRM The pseudo-inverse is typically used to solve over determined system for which there is no unique solution.
x=inv(ATA)ATb
where A ∈ ℜ m × n and m ≥ n.SpecializedOps_FDRM This contains less common or more specialized matrix operations.SubmatrixOps_FDRM Operations that are performed on a submatrix inside a larger matrix.SvdImplicitQrAlgorithm_FDRM Computes the QR decomposition of a bidiagonal matrix.SvdImplicitQrDecompose_FDRM Computes the Singular value decomposition of a matrix using the implicit QR algorithm for singular value decomposition.SwitchingEigenDecomposition_FDRM Checks to see what type of matrix is being decomposed and calls different eigenvalue decomposition algorithms depending on the results.SymmetricQrAlgorithm_FDRM Computes the eigenvalues and eigenvectors of a symmetric tridiagonal matrix using the symmetric QR algorithm.SymmetricQRAlgorithmDecomposition_FDRM Computes the eigenvalues and eigenvectors of a real symmetric matrix using the symmetric implicit QR algorithm.SymmetricQREigenHelper_FDRM A helper class for the symmetric matrix implicit QR algorithm for eigenvalue decomposition.TransposeAlgs_FDRM Low level transpose algorithms.TriangularSolver_FDRB Contains triangular solvers forFMatrixRBlockblock aligned sub-matrices.TriangularSolver_FDRM This contains algorithms for solving systems of equations where T is a non-singular triangular matrix:
T*x = b
where x and b are vectors, and T is an n by n matrix.TridiagonalDecomposition_FDRB_to_FDRM Wrapper around a block implementation of TridiagonalSimilarDecomposition_F32TridiagonalDecompositionHouseholder_FDRB Tridiagonal similar decomposition for block matrices.TridiagonalDecompositionHouseholder_FDRM Performs asimilar tridiagonal decompositionon a square symmetric input matrix.TridiagonalDecompositionHouseholderOrig_FDRM A straight forward implementation from "Fundamentals of Matrix Computations," Second Edition.
This is only saved to provide a point of reference in benchmarks.TridiagonalHelper_FDRB UnrolledCholesky_FDRM Performs an unrolled lower cholesky decomposition for small matrices.UnrolledDeterminantFromMinor_FDRM This code was auto generated by GenerateDeterminantFromMinor and should not be modified directly.UnrolledInverseFromMinor_FDRM This code was auto generated by GenerateInverseFromMinor and should not be modified directly.UtilDecompositons_FDRM Helper functions for generic decompsotions.VectorOps_FDRB Math operations for inner vectors (row and column) inside of block matrices:
scale: bi = α*ai
div: i = ai/α
add: ci = α*ai + βBi
dot: c = sum ai*biVectorVectorMult_FDRM Operations that involve multiplication of two vectors.WatchedDoubleStepQRDecomposition_FDRM Finds the eigenvalue decomposition of an arbitrary square matrix using the implicit float-step QR algorithm.WatchedDoubleStepQREigen_FDRM The float step implicit Eigenvalue decomposition algorithm is fairly complicated and needs to be designed so that it can handle several special cases.WatchedDoubleStepQREigenvalue_FDRM WatchedDoubleStepQREigenvector_FDRM