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CategoryLibraries available to download (D-L)

LinAlg - C++ Linear Algebra and Optimization classlib

• defines Matrix,Vector, subMatrices, and LAStreams over real domain;
• contains efficient and fool-proof implementations of level 1 and 2 BLAS (element-wise operations and various multiplications), transposition, determinant evaluation and matrix inverse.
• There are operations on a single row/col/diagonal of a matrix.
• Distinct features of the package are Matrix views, various Matrix streams, and LazyMatrices. Lazy construction allows one to write matrix expressions in a natural way while imposing no hidden temporaries, no deep copying, and no reference counting.
• LinAlg stresses Matrix streams, which provide a sequential view/access to a matrix or its parts. LABlockStreams may span over an arbitrary rectangular block of a matrix, including the whole matrix, a single matrix element, and all other block sizes in between. Matrix streams are seek-able and subrange-able. A stream or a substream are always created in-line; they do not allocate any heap storage, and are safe.
• The package implements Singular Value Decomposition (SVD), and its application to solving Ax=b, where matrix A does not have to be square, and b does not have to be a thin vector.
• The package also implements Brent's univariate optimization and root finding, Hooke-Jeeves multidimensional optimization of functors, and Aitken-Lagrange interpolation.
• Every feature is extensively tested in the validation code (included).

Licensing : Public Domain

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