All Classes

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 a FMatrixRBlock decomposition for processing of FMatrixRMaj.
BaseLinearSolverQrp_FDRM
Base class for QR pivot based pseudo inverse classes.
BidiagonalDecompositionRow_FDRM
Performs a BidiagonalDecomposition_F32 using householder reflectors.
BidiagonalDecompositionRow_MT_FDRM
Performs a BidiagonalDecomposition_F32 using householder reflectors.
BidiagonalDecompositionTall_FDRM
BidiagonalDecomposition_F32 specifically designed for tall matrices.
BidiagonalDecompositionTall_MT_FDRM
BidiagonalDecomposition_F32 specifically designed for tall matrices.
BidiagonalHelper_FDRB  
BlockHouseHolder_FDRB
Contains various helper functions for performing a block matrix QR decomposition.
BlockHouseHolder_MT_FDRB
Contains various helper functions for performing a block matrix QR decomposition.
CholeskyDecomposition_FDRB_to_FDRM
Wrapper around CholeskyOuterForm_FDRB that allows it to process FMatrixRMaj.
CholeskyDecompositionBlock_FDRM
This is an implementation of Cholesky that processes internal submatrices as blocks.
CholeskyDecompositionBlock_MT_FDRM  
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.
CholeskyOuterForm_MT_FDRB
Block Cholesky using outer product form.
CholeskyOuterSolver_FDRB
Linear solver that uses a block cholesky decomposition.
CholeskyOuterSolver_MT_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.
CommonOps_MT_FDRM
Functions from CommonOps_FDRM with concurrent implementations.
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.
DecompositionFactory_MT_FDRM
Contains concurrent implementations of different 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.
HessenbergSimilarDecomposition_MT_FDRM
Concurrent implementation of HessenbergSimilarDecomposition_FDRM.
ImplCommonOps_FDMA
Implementations of common ops routines for FMatrixRMaj.
ImplCommonOps_FDRM
Implementations of common ops routines for FMatrixRMaj.
InnerCholesky_FDRB
Performs a cholesky decomposition on an individual inner block.
InnerMultiplication_FDRB
Matrix multiplication for the inner row major blocks, typically inside of a FMatrixRBlock.
InnerRankUpdate_FDRB
Performs rank-n update operations on the inner blocks of a FMatrixRBlock It is assumed and not checked that the submatrices are aligned along the matrix's blocks.
InnerRankUpdate_MT_FDRB
Performs rank-n update operations on the inner blocks of a FMatrixRBlock It is assumed and not checked that the submatrices are aligned along the matrix's blocks.
InnerTriangularSolver_FDRB
Contains triangular solvers for inner blocks of a FMatrixRBlock.
InvertUsingSolve_FDRM
A matrix can be easily inverted by solving a system with an identify matrix.
LinearSolver_FDRB_to_FDRM
Wrapper that allows FMatrixRBlock to implements LinearSolverDense.
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 around CholeskyDecomposition_F32(FMatrixRBlock) that allows it to be easily used with FMatrixRMaj.
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.
LinearSolverFactory_MT_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 around QrHouseHolderSolver_FDRB that allows it to process FMatrixRMaj.
LinearSolverQrHouse_FDRM
QR decomposition can be used to solve for systems.
LinearSolverQrHouseCol_FDRM
QR decomposition can be used to solve for systems.
LinearSolverQrHouseCol_MT_FDRM
Concurrent extension of LinearSolverQrHouseCol_FDRM.
LinearSolverQrHouseTran_FDRM
QR decomposition can be used to solve for systems.
LinearSolverQrpHouseCol_FDRM
Performs a pseudo inverse solver using the QRColPivDecompositionHouseholderColumn_FDRM decomposition 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 for FMatrix1Row.
MatrixMatrixMult_MT_FDRM
This class contains various types of matrix matrix multiplication operations for FMatrix1Row.
MatrixMult_FDRB
Matrix multiplication for FMatrixRBlock.
MatrixMult_MT_FDRB
Matrix multiplication for FMatrixRBlock.
MatrixMultProduct_FDRM
Specialized operations for performing inner and outer products for matrices.
MatrixOps_FDRB
Various operations on FMatrixRBlock.
MatrixOps_MT_FDRB
Various operations on FMatrixRBlock.
MatrixVectorMult_FDRM
This class contains various types of matrix vector multiplcation operations for FMatrixRMaj.
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 allows QRDecomposition(FMatrixRBlock) to be used as a QRDecomposition(FMatrixRMaj).
QRDecompositionHouseholder_FDRB
QR decomposition for FMatrixRBlock using householder reflectors.
QRDecompositionHouseholder_FDRM
This variation of QR decomposition uses reflections to compute the Q matrix.
QRDecompositionHouseholder_MT_FDRB
QR decomposition for FMatrixRBlock using householder reflectors.
QRDecompositionHouseholderColumn_FDRM
Householder QR decomposition is rich in operations along the columns of the matrix.
QRDecompositionHouseholderColumn_MT_FDRM
Concurrent extension of QRDecompositionHouseholderColumn_FDRM.
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.
QrHelperFunctions_MT_FDRM
Contains different functions that are useful for computing the QR decomposition of a matrix.
QrHouseHolderSolver_FDRB
QrHouseHolderSolver_MT_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 a SingularValueDecomposition and 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.
SvdImplicitQrDecompose_MT_FDRM
Concurrent version of SvdImplicitQrDecompose_FDRM
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.
TransposeAlgs_MT_FDRM
Low level transpose algorithms.
TriangularSolver_FDRB
Contains triangular solvers for FMatrixRBlock block 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.
TriangularSolver_MT_FDRB
Contains triangular solvers for FMatrixRBlock block aligned sub-matrices.
TridiagonalDecomposition_FDRB_to_FDRM
Wrapper around a block implementation of TridiagonalSimilarDecomposition_F32
TridiagonalDecompositionHouseholder_FDRB
Tridiagonal similar decomposition for block matrices.
TridiagonalDecompositionHouseholder_FDRM
Performs a similar tridiagonal decomposition on a square symmetric input matrix.
TridiagonalDecompositionHouseholder_MT_FDRB
Tridiagonal similar decomposition for block matrices.
TridiagonalDecompositionHouseholder_MT_FDRM
Concurrent implementation of TridiagonalDecompositionHouseholder_FDRM
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
Unrolled inverse from minor for DDRM type matrices.
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
add: ci = α*ai + βBi
dot: c = sum ai*bi
VectorVectorMult_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.
WatchedDoubleStepQREigen_MT_FDRM  
WatchedDoubleStepQREigenvalue_FDRM  
WatchedDoubleStepQREigenvector_FDRM