FinMath.LinearAlgebra.Factorizations Namespace |
Classes| Class | Description | |
|---|---|---|
 | Cholesky |
Implements the Cholesky factorization of real square positive-definite matrix.
|
| LQ |
Implements a LQ factorization of general rectangular real matrix
with or without row pivoting.
|
| LU |
Implements the LU factorization or general real square matrix.
|
| QR |
Implements a QR factorization of general rectangular real matrix
with or without column pivoting.
|
| SVD |
Implements Singular Value Decomposition (SVD) or general real
rectangular matrix.
|
Enumerations| Enumeration | Description | |
|---|---|---|
 | SVDVectorSet |
Describes set of singular vectors to compute.
|