Extreme Optimization™: Complexity made simple.

Numerical Components
for .NET
  • Home
  • Features
    • Math Library
    • Vector and Matrix Library
    • Statistics Library
    • Performance
    • Usability
  • Documentation
    • Introduction
    • Math Library User's Guide
    • Vector and Matrix Library User's Guide
    • Statistics Library User's Guide
    • Reference
  • Resources
    • Downloads
    • QuickStart Samples
    • Sample Applications
    • Frequently Asked Questions
    • Technical Support
  • Blog
  • Order
  • Company
    • About us
    • Testimonials
    • Customers
    • Press Releases
    • Careers
    • Contact us
Introduction
Deployment Guide
Using Parallelism
Expand Mathematics Library User's GuideMathematics Library User's Guide
Expand Vector and Matrix Library User's GuideVector and Matrix Library User's Guide
Expand Statistics Library User's GuideStatistics Library User's Guide
Expand ReferenceReference
  • Home
    • Features
    • Solutions
    • Documentation
    • QuickStart Samples
    • Sample Applications
    • Downloads
    • Technical Support
    • Download trial
    • How to buy
    • Blog
    • Company
    • Resources
  • Documentation
    • Introduction
    • Deployment Guide
    • Using Parallelism
    • Mathematics Library User's Guide
    • Vector and Matrix Library User's Guide
    • Statistics Library User's Guide
    • Reference
  • Reference
    • Extreme.Mathematics Namespace
    • Extreme.Mathematics.Algorithms Namespace
    • Extreme.Mathematics.Calculus Namespace
    • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations Namespace
    • Extreme.Mathematics.Curves Namespace
    • Extreme.Mathematics.Curves.Nonlinear Namespace
    • Extreme.Mathematics.EquationSolvers Namespace
    • Extreme.Mathematics.Generic Namespace
    • Extreme.Mathematics.Generic.LinearAlgebra Namespace
    • Extreme.Mathematics.Generic.LinearAlgebra.Providers Namespace
    • Extreme.Mathematics.LinearAlgebra Namespace
    • Extreme.Mathematics.LinearAlgebra.Complex Namespace
    • Extreme.Mathematics.LinearAlgebra.Complex.Decompositions Namespace
    • Extreme.Mathematics.LinearAlgebra.IO Namespace
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers Namespace
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners Namespace
    • Extreme.Mathematics.LinearAlgebra.Providers Namespace
    • Extreme.Mathematics.LinearAlgebra.Sparse Namespace
    • Extreme.Mathematics.Optimization Namespace
    • Extreme.Mathematics.Optimization.LineSearches Namespace
    • Extreme.Mathematics.SignalProcessing Namespace
    • Extreme.Statistics Namespace
    • Extreme.Statistics.Distributions Namespace
    • Extreme.Statistics.IO Namespace
    • Extreme.Statistics.Multivariate Namespace
    • Extreme.Statistics.Random Namespace
    • Extreme.Statistics.Tests Namespace
    • Extreme.Statistics.TimeSeriesAnalysis Namespace
  • Extreme.Mathematics.LinearAlgebra Namespace
    • BandMatrix Class
    • BandVector Class
    • CholeskyDecomposition Class
    • CloningMethod Enumeration
    • ColumnCollection Structure
    • ComponentReadOnlyException Class
    • ConstantMatrix Class
    • ConstantVector Class
    • Decomposition Class
    • DenseMatrix Class
    • DenseVector Class
    • DiagonalMatrix Class
    • EigenvalueDecomposition Class
    • IDoubleStorage Interface
    • ILeastSquaresSolver Interface
    • IndexedVector Class
    • IndexValuePair Structure
    • IResizableMatrix Interface
    • ISingleLeastSquaresSolver Interface
    • ISingleResizableMatrix Interface
    • ISingleStorage Interface
    • Kernel Class
    • LeastSquaresSolutionMethod Enumeration
    • LeastSquaresSolver Class
    • LinearOperator Class
    • LUDecomposition Class
    • MatrixNotPositiveDefiniteException Class
    • MatrixSingularException Class
    • MatrixStructure Enumeration
    • MatrixView Class
    • NonNegativeMatrixFactorization Class
    • NonsymmetricEigenvalueDecomposition Class
    • PermutationMatrix Class
    • PivotVector Structure
    • QRDecomposition Class
    • Range Structure
    • RowCollection Structure
    • RowColumnValueTriplet Structure
    • SingleBandCholeskyDecomposition Class
    • SingleBandLUDecomposition Class
    • SingleBandMatrix Class
    • SingleBandVector Class
    • SingleBandVector.BandVectorEnumerator Structure
    • SingleCholeskyDecomposition Class
    • SingleColumnCollection Structure
    • SingleConstantMatrix Class
    • SingleConstantVector Class
    • SingleDecomposition Class
    • SingleDenseMatrix Class
    • SingleDenseVector Class
    • SingleDiagonalMatrix Class
    • SingleEigenvalueDecomposition Class
    • SingleIndexedVector Class
    • SingleIndexValuePair Structure
    • SingleKernel Class
    • SingleLeastSquaresSolver Class
    • SingleLinearTransformation Class
    • SingleLUDecomposition Class
    • SingleMatrixView Class
    • SinglePermutationMatrix Class
    • SingleQRDecomposition Class
    • SingleRowCollection Structure
    • SingleRowColumnValueTriplet Structure
    • SingleSingularValueDecomposition Class
    • SingleSparseLUDecomposition Class
    • SingleSparseMatrix Class
    • SingleSparseVector Class
    • SingleSymmetricEigenvalueDecomposition Class
    • SingleSymmetricMatrix Class
    • SingleTriangularMatrix Class
    • SingularValueDecomposition Class
    • SingularValueDecompositionFactors Enumeration
    • SparseCompressedColumnMatrix Class
    • SparseMatrix Class
    • SparseVector Class
    • SymmetricEigenvalueDecomposition Class
    • SymmetricMatrix Class
    • TriangularMatrix Class
Collapse image Expand Image Copy image CopyHover image
         




Extreme.Mathematics.LinearAlgebra Namespace

The Extreme.LinearAlgebra namespace contains classes for working with vectors and matrices and matrix decompositions, and for solving systems of simultaneous linear equations and least squares problems.

Classes

  Class Description
Public class BandMatrix
Represents a sparse matrix with nonzero elements only on a diagonal band containing the main diagonal.
Public class BandVector
Represents a vector that has one or more zero components at the beginning and/or at the end.
Public class CholeskyDecomposition
Represents the Cholesky decomposition of a positive-definite symmetric matrix.
Public class ComponentReadOnlyException
Represents an exception that is thrown when an attempt is made to set a component of a Vector or Matrix whose value is fixed due to the structure of the vector or matrix.
Public class ConstantMatrix
Represents a matrix whose components all have the same value..
Public class ConstantVector
Represents a vector whose components are all the same.
Public class Decomposition
Represents a matrix decomposition.
Public class DenseMatrix
Represents a general, dense, square or rectangular matrix.
Public class DenseVector
Represents a vector with arbitrary components.
Public class DiagonalMatrix
Represents a matrix whose only nonzero components lie on a diagonal.
Public class EigenvalueDecomposition
Represents the eigenvalue decomposition of a dense matrix.
Public class IndexedVector
Represents a vector whose components are arbitrary components of another vector.
Public class Kernel
Encapsulates the currently active BLAS implementation.
Public class LeastSquaresSolver
Represents the solution to a least squares problem.
Public class LinearOperator
Defines methods for the solution of a system of simultaneous linear equations and related operations.
Public class LUDecomposition
Represents the LU decomposition of a matrix.
Public class MatrixNotPositiveDefiniteException
Represents an exception that is thrown when a computation cannot be completed because a matrix is not positive definite.
Public class MatrixSingularException
Represents an exception that is thrown when a computation cannot be completed because a matrix is singular.
Public class MatrixView
Represents a view on all or part of a matrix.
Public class NonNegativeMatrixFactorization
Represents a non-negative decomposition of a general matrix.
Public class NonsymmetricEigenvalueDecomposition
Represents the eigenvalue decomposition of a dense matrix.
Public class PermutationMatrix
Represents a permutation matrix.
Public class QRDecomposition
Represents the QR decomposition of a matrix.
Public class SingleBandCholeskyDecomposition
Represents the Cholesky decomposition of a positive-definite symmetric SingleBandMatrix.
Public class SingleBandLUDecomposition
Represents the LU decomposition of a SingleBandMatrix.
Public class SingleBandMatrix
Represents a sparse matrix with nonzero elements only on a diagonal band containing the main diagonal.
Public class SingleBandVector
Represents a vector that has one or more zero components at the beginning and/or at the end.
Public class SingleCholeskyDecomposition
Represents the Cholesky decomposition of a positive-definite SingleSymmetricMatrix.
Public class SingleConstantMatrix
Represents a matrix whose components all have the same value..
Public class SingleConstantVector
Represents a vector whose components are all the same.
Public class SingleDecomposition
Represents a matrix decomposition.
Public class SingleDenseMatrix
Represents a general, dense, square or rectangular SingleMatrix.
Public class SingleDenseVector
Represents a vector with arbitrary components.
Public class SingleDiagonalMatrix
Represents a matrix whose only nonzero components lie on a diagonal.
Public class SingleEigenvalueDecomposition
Represents the eigenvalue decomposition of a SingleDenseMatrix.
Public class SingleIndexedVector
Represents a vector whose components are arbitrary components of another vector.
Public class SingleKernel
Encapsulates the currently active BLAS implementation.
Public class SingleLeastSquaresSolver
Represents the solution to a least squares problem.
Public class SingleLinearTransformation
Defines methods for the solution of a system of simultaneous linear equations and related operations.
Public class SingleLUDecomposition
Represents the LU decomposition of a general SingleMatrix.
Public class SingleMatrixView
Represents a view on all or part of a SingleMatrix.
Public class SinglePermutationMatrix
Represents a permutation matrix.
Public class SingleQRDecomposition
Represents the QR decomposition of a SingleMatrix.
Public class SingleSingularValueDecomposition
Represents the singular value decomposition of a matrix.
Public class SingleSparseLUDecomposition
Represents the LU decomposition of a general SingleMatrix.
Public class SingleSparseMatrix
Represents a sparse matrix.
Public class SingleSparseVector
Represents a vector with a vector with relatively few non-zero components.
Public class SingleSymmetricEigenvalueDecomposition
Represents the symmetric eigenvalue decomposition of a SingleSymmetricMatrix.
Public class SingleSymmetricMatrix
Represents a SingleMatrix that is symmetrical about the main diagonal.
Public class SingleTriangularMatrix
Represents a SingleMatrix whose elements above or below the main diagonal are zero.
Public class SingularValueDecomposition
Represents the singular value decomposition of a matrix.
Public class SparseCompressedColumnMatrix
Represents a sparse matrix in Compressed Sparse Column format.
Public class SparseMatrix
Represents a sparse matrix.
Public class SparseVector
Represents a vector with a vector with relatively few non-zero components.
Public class SymmetricEigenvalueDecomposition
Represents the symmetric eigenvalue decomposition of a symmetric matrix.
Public class SymmetricMatrix
Represents a matrix that is symmetrical about the main diagonal.
Public class TriangularMatrix
Represents a matrix whose elements above or below the main diagonal are zero.

Structures

  Structure Description
Public structure ColumnCollection
Represents the collection of columns of a matrix.
Public structure IndexValuePair
Represents the value of a component at a specified position in a vector.
Public structure PivotVector
Represents a vector containing permutation indexes.
Public structure Range
Represents a range of indexes.
Public structure RowCollection
Represents the collection of rows of a matrix.
Public structure RowColumnValueTriplet
Represents the value of a component at a specified position in a matrix.
Public structure SingleBandVector..::..BandVectorEnumerator
Represents an object that iterates over the components of a BandVector.
Public structure SingleColumnCollection
Represents the collection of columns of a SingleMatrix.
Public structure SingleIndexValuePair
Represents the value of a component at a specified position in a vector.
Public structure SingleRowCollection
Represents the collection of rows of a SingleMatrix.
Public structure SingleRowColumnValueTriplet
Represents the value of a component at a specified position in a matrix.

Interfaces

  Interface Description
Public interface IDoubleStorage
Represents the interface that allows access to an object's internal storage of double-precision floating-point numbers.
Public interface ILeastSquaresSolver
Represents an object that can solve a system of linear equations in the least squares sense.
Public interface IResizableMatrix
Represents the methods available for matrices that can be resized.
Public interface ISingleLeastSquaresSolver
Represents an object that can solve a system of linear equations in the least squares sense.
Public interface ISingleResizableMatrix
Represents the methods available for matrices that can be resized.
Public interface ISingleStorage
Represents the interface that allows access to an object's internal storage of float-precision floating-point numbers.

Enumerations

  Enumeration Description
Public enumeration CloningMethod
Enumerates the methods that can be used to clone a Vector or Matrix.
Public enumeration LeastSquaresSolutionMethod
Enumerates the possible methods for solving a least squares problem.
Public enumeration MatrixStructure
Enumerates the options for the structure of a sparse matrix.
Public enumeration SingularValueDecompositionFactors
Enumerates the factors of a SingularValueDecomposition.

Send comments on this topic to support@extremeoptimization.com

Copyright (c) 2004-2011 ExoAnalytics Inc.

Copyright © 2003-2013, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.