Package org.jquantlib.math.matrixutilities

Interface Summary

Interface	Description
Algebra<T>	This interface defines algebric operators

Class Summary

Class	Description
Array	1-D array used in linear algebra.
BasisIncompleteOrdered
Cells<T extends Address>	This class provides efficient basement for matrix operations by mapping matrices onto a linear array, which performs better than bidimensional arrays.
CholeskyDecomposition	Cholesky Decomposition.
EigenvalueDecomposition	Eigenvalues and eigenvectors of a real matrix.
Identity	Identity Matrix
LUDecomposition	LU Decomposition.
Matrix	Bidimensional matrix operations
PseudoSqrt
QRDecomposition	QR decompoisition
SVD	Singular Value Decomposition
SymmetricSchurDecomposition	Symmetric threshold Jacobi algorithm

Enum Summary

Enum	Description
PseudoSqrt.SalvagingAlgorithm