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| file | basisincompleteordered.hpp |
| |
| file | bicgstab.hpp |
| | bi-conjugated gradient stableized algorithm
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| |
| file | choleskydecomposition.hpp |
| | Cholesky decomposition.
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| |
| file | factorreduction.hpp |
| | Single factor correlation reduction.
|
| |
| file | getcovariance.hpp |
| | Covariance matrix calculation.
|
| |
| file | pseudosqrt.hpp |
| | pseudo square root of a real symmetric matrix
|
| |
| file | qrdecomposition.hpp |
| | QR decomposition.
|
| |
| file | sparseilupreconditioner.hpp |
| | Preconditioner using the Incomplete LU algorithm and sparse matrices.
|
| |
| file | sparsematrix.hpp |
| | typedef for boost sparse matrix class
|
| |
| file | svd.hpp |
| | singular value decomposition
|
| |
| file | symmetricschurdecomposition.hpp |
| | Eigenvalues/eigenvectors of a real symmetric matrix.
|
| |
| file | tapcorrelations.hpp |
| |
| file | tqreigendecomposition.hpp |
| | tridiag. QR eigen decomposition with explicite shift aka Wilkinson
|
| |