CNum::DataStructs::LinAlg Namespace Reference

Linear algebra tools. More...

Classes
struct	Eigen
	Stores eigen vectors and eigen values. More...
struct	QR
	Contains a Q matrix and an R matrix resulant of QR decomposition. More...

Functions
double	frobenius_norm (const Matrix< double > &m, bool is_off_diagonal=false)
	Calculate the Frobenius norm of a Matrix.
void	unit_vector (::CNum::DataStructs::Matrix< double > &a)
	Get single column unit vector.
QR	qr_decomposition (const ::CNum::DataStructs::Matrix< double > &a)
	QR Decomposition.
Eigen	find_eigen_values (const ::CNum::DataStructs::Matrix< double > &a)
	Get Eigen Values and Eigen Vectors of matrix.
::CNum::DataStructs::Matrix< double >	covariance (const ::CNum::DataStructs::Matrix< double > &a)
	Get covariance matrix.

Detailed Description

Linear algebra tools.

Function Documentation

covariance()

::CNum::DataStructs::Matrix< double > CNum::DataStructs::LinAlg::covariance

(

const ::CNum::DataStructs::Matrix< double > &

a

)

Get covariance matrix.

Parameters

a	Matrix to get the covariance matrix of

Returns

The covariance matrix

find_eigen_values()

Eigen CNum::DataStructs::LinAlg::find_eigen_values

(

const ::CNum::DataStructs::Matrix< double > &

a

)

Get Eigen Values and Eigen Vectors of matrix.

Parameters

a	The matrix we want to find the eigen vectors and values of

Returns

An Eigen struct with the eigen vectors and values

frobenius_norm()

double CNum::DataStructs::LinAlg::frobenius_norm	(	const Matrix< double > &	m,
		bool	is_off_diagonal = false )

Calculate the Frobenius norm of a Matrix.

Parameters

m	The matrix
is_off_diagonal	Whether or not to only take the norm of the off-diagonal part

Returns

The norm

qr_decomposition()

QR CNum::DataStructs::LinAlg::qr_decomposition

(

const ::CNum::DataStructs::Matrix< double > &

a

)

QR Decomposition.

Parameters

a	The matrix to decompose

Returns

The Q and R matrices

unit_vector()

void CNum::DataStructs::LinAlg::unit_vector

(

::CNum::DataStructs::Matrix< double > &

a

)

Get single column unit vector.

Parameters

a	The vector of which we want to find the unit vector (shape=(n, 1))

Returns

The unit vector