Module LIN_ALG in C++

• C++ Information

• Components
  • Fullsource from NETLIB

LIN_ALG

 
C++ classes and procedures for numerical mathematics. Includes matrix and
vector operations, multivariate optimization, one-dimensional root finding
and function minimization, singular value decomposition, and interpolation
over a grid. Uses "lazy matrices" to provide recipes for constructing matrices,
in order to avoid copying large matrices to temporary storage. (Developed by Oleg
Kiselyov.).
 
Classes  :  D1 .    Elementary vector and matrix operations
            D2a1 .  Solution of systems of linear equations, including matrix
                  inverses, and LU and related factorizations (general real
                  nonsymmetric matrices)
            D3a1 .  Determinants of general real nonsymmetric matrices
            D6 .    Singular value decomposition (SVD)
            D9a1 .  Least squares (L-2) solution of singular, overdetermined
                  or underdetermined systems of linear equations without
                  constraints
            E2a .   Interpolation of gridded multivariate data
            F1b .   Solution of single general nonlinear equations
            G1a1a . Unconstrained optimization of a smooth univariate
                  function, user provides no derivatives
            G1b1a . Unconstrained optimization of a smooth multivariate
                  function, user provides no derivatives
 
Type     : C++ software in C++ collection.
Access   : Public domain. Portable.
Precision: Single or double.
Note     : Fullsource is a Unix shell archive. Also see 
           http://pobox.com/~oleg/ftp/ 
 
See also : SERV_CC
 
Details  : Fullsource
Sites    : (1) NETLIB
 

Implementation of LIN_ALG from C++ on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Single or double.
Note     : Fullsource is a Unix shell archive. Also see 
           http://pobox.com/~oleg/ftp/ 
 
You may access components from NETLIB outside GAMS as follows.
 
   Fullsource   : Anonymous FTP from ftp.netlib.org in c++/linalg.tgz