Dakota
Version 6.20
Explore and Predict with Confidence
|
Dakota linear algebra utilities. More...
Namespaces | |
Dakota | |
The primary namespace for DAKOTA. | |
Functions | |
void | svd (RealMatrix &matrix, RealVector &singular_vals, RealMatrix &v_trans, bool compute_vectors=true) |
Compute the SVD of an arbitrary matrix A = USV^T. More... | |
void | singular_values (RealMatrix &matrix, RealVector &singular_values) |
compute the singular values without storing any singular vectors (A will be destroyed) | |
int | qr (RealMatrix &A) |
Compute an in-place QR factorization A = QR. More... | |
int | qr_rsolve (const RealMatrix &q_r, bool transpose, RealMatrix &rhs) |
Perform a multiple right-hand sides Rinv * rhs solve using the R from a qr factorization. More... | |
double | det_AtransA (RealMatrix &A) |
Use SVD to compute det(A'*A), destroying A with the SVD. | |
void | symmetric_eigenvalue_decomposition (const RealSymMatrix &matrix, RealVector &eigenvalues, RealMatrix &eigenvectors) |
Computes the eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. More... | |