Namespace ISynergy.Framework.Mathematics.Decompositions

Classes

CholeskyDecomposition

Cholesky Decomposition of a symmetric, positive definite matrix.

EigenvalueDecomposition

Determines the eigenvalues and eigenvectors of a real square matrix.

GeneralizedEigenvalueDecomposition

Determines the Generalized eigenvalues and eigenvectors of two real square matrices.

GramSchmidtOrthogonalization

Gram-Schmidt Orthogonalization.

JaggedCholeskyDecomposition

Cholesky Decomposition of a symmetric, positive definite matrix.

JaggedEigenvalueDecomposition

Determines the eigenvalues and eigenvectors of a real square matrix.

JaggedGeneralizedEigenvalueDecomposition

Determines the Generalized eigenvalues and eigenvectors of two real square matrices.

JaggedLuDecomposition

LU decomposition of a jagged rectangular matrix.

JaggedQrDecomposition

QR decomposition for a rectangular matrix.

JaggedSingularValueDecomposition

Singular Value Decomposition for a rectangular matrix.

LuDecomposition

LU decomposition of a multidimensional rectangular matrix.

NonnegativeMatrixFactorization

Nonnegative Matrix Factorization.

QrDecomposition

QR decomposition for a rectangular matrix.

SingularValueDecomposition

Singular Value Decomposition for a rectangular matrix.