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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.
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file | getcovariance.hpp |
| Covariance matrix calculation.
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file | gmres.hpp |
| generalized minimal residual method
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file | pseudosqrt.hpp |
| pseudo square root of a real symmetric matrix
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file | qrdecomposition.hpp |
| QR decomposition.
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file | sparseilupreconditioner.hpp |
| Preconditioner using the Incomplete LU algorithm and sparse matrices.
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file | sparsematrix.hpp |
| typedef for boost sparse matrix class
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file | svd.hpp |
| singular value decomposition
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file | symmetricschurdecomposition.hpp |
| Eigenvalues/eigenvectors of a real symmetric matrix.
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file | tqreigendecomposition.hpp |
| tridiag. QR eigen decomposition with explicite shift aka Wilkinson
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