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This C++ class library encapsulates the concepts of vector, matrix and square matrix in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries in order to achieve the best numerical performance. Along with basic vector and matrix arithmetics it contains different algorithms including norms computations, elementary transformations, solving of linear systems of kind Ax=b and AX=B, singular value decomposition, matrix rank and determinant computation, non-symmetric eigenvalue problem, LU factorization, square matrix polynoms, square matrix inversion and square matrix exponent. All these algorithms are implemented for real and complex numbers |
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