The following tables provide a comparison of
linear algebra
Linear algebra is the branch of mathematics concerning linear equations such as:
:a_1x_1+\cdots +a_nx_n=b,
linear maps such as:
:(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n,
and their representations in vector spaces and through matrices.
...
software libraries
In computer science, a library is a collection of non-volatile resources used by computer programs, often for software development. These may include configuration data, documentation, help data, message templates, pre-written code and subro ...
, either specialized or general purpose libraries with significant linear algebra coverage.
Dense linear algebra
General information
Matrix types and operations
Matrix types (special types like bidiagonal/tridiagonal are not listed):
* ''Real'' – general (nonsymmetric) real
* ''Complex'' – general (nonsymmetric) complex
* ''SPD'' – symmetric positive definite (real)
* ''HPD'' – Hermitian positive definite (complex)
* ''SY'' – symmetric (real)
* ''HE'' – Hermitian (complex)
* ''BND'' – band
Operations:
* ''TF'' – triangular factorizations (LU, Cholesky)
* ''OF'' – orthogonal factorizations (QR, QL, generalized factorizations)
* ''EVP'' – eigenvalue problems
* ''SVD'' –
singular value decomposition
In linear algebra, the singular value decomposition (SVD) is a factorization of a real or complex matrix. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any \ m \times n\ matrix. It is related ...
* ''GEVP'' – generalized EVP
* ''GSVD'' –
generalized SVD
References
External links
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{{Linear algebra
*Comparison of linear algebra libraries
Numerical analysis
Numerical linear algebra
Linear algebra libraries