Linear Algebra Library: Difference between revisions
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*** ''SVD'' - [[singular value decomposition]]. | *** ''SVD'' - [[singular value decomposition]]. | ||
*** ''GEVD'' - [[generalized EVD]]. | *** ''GEVD'' - [[generalized EVD]]. | ||
*** ''GSVD'' - [[generalized SVD]] | *** ''GSVD'' - [[generalized SVD]]. | ||
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Latest revision as of 03:50, 8 May 2024
A Linear Algebra Library is a numerical analysis library that implements linear algebra algorithms.
- Context:
- It can (typically) contains a Matrix Library.
- Example(s):
- See: Linear Algebra Task, Matrix Operation, Matrix Multiplication System.
References
2015
- http://en.wikipedia.org/wiki/Comparison_of_linear_algebra_libraries
- Matrix types (special types like bidiagonal/tridiagonal are not listed):
- Real - general (nonsymmetric) real.
- Complex - general (nonsymmetric) complex.
- SPD - symmetric positive definite (real).
- HPD - Hermitian positive definite (complex).
- SY - symmetric (real).
- HE - Hermitian (complex).
- BND - band.
- Operations:
- TF - triangular factorizations (LU, Cholesky)
- OF - orthogonal factorizations (QR, QL, generalized factorizations)
- EVD - eigenproblems.
- SVD - singular value decomposition.
- GEVD - generalized EVD.
- GSVD - generalized SVD.
- Matrix types (special types like bidiagonal/tridiagonal are not listed):