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

  ClassDescription
public classBandCholeskyDecomposition
Represents the Cholesky decomposition of a positive-definite symmetric BandMatrix.

public classBandLUDecomposition
Represents the LU decomposition of a BandMatrix.

public classBandMatrix
Represents a sparse matrix with nonzero elements only on a diagonal band containing the main diagonal.

public classBandVector
Represents a Vector that has one or more zero components at the beginning and/or at the end.

public classBlas
Encapsulates the currently active BLAS implementation.

public classCholeskyDecomposition
Represents the Cholesky decomposition of a positive-definite SymmetricMatrix.

public classComponentReadOnlyException
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 classConstantVector
Represents a vector whose components are all the same.

public classDecomposition
Represents a matrix decomposition.

public classDiagonalMatrix
Represents a matrix whose only nonzero components lie on a diagonal.

public classEigenvalueDecomposition
Represents the eigenvalue decomposition of a GeneralMatrix.

public classGeneralMatrix
Represents a general, dense, square or rectangular Matrix.

public classGeneralVector
Represents a Vector with arbitrary components.

public classIndexedVector
Represents a vector whose components are arbitrary components of another vector.

public classLeastSquaresSolver
Represents the solution to a least squares problem.

public classLinearTransformation
Defines methods for the solution of a system of simultaneous linear equations and related operations.

public classLUDecomposition
Represents the LU decomposition of a general Matrix.

public classMatrix
Represents a matrix, a two-dimensional array of real numbers.

public classMatrixNotPositiveDefiniteException
Represents an exception that is thrown when a computation cannot be completed because a Matrix is not positive definite.

public classMatrixSingularException
Represents an exception that is thrown when a computation cannot be completed because a Matrix is singular.

public classMatrixView
Represents a view on all or part of a Matrix.

public classPermutationMatrix
Represents a permutation matrix.

public classQRDecomposition
Represents the QR decomposition of a Matrix.

public classSingularValueDecomposition
Represents the singular value decomposition of a matrix.

public classSymmetricEigenvalueDecomposition
Represents the symmetric eigenvalue decomposition of a SymmetricMatrix.

public classSymmetricMatrix
Represents a Matrix that is symmetrical about the main diagonal.

public classTriangularMatrix
Represents a Matrix whose elements above or below the main diagonal are zero.

public classVector
Represents a vector, a one-dimensional array of real numbers.

public classVectorView
Represents a view on all or part of a Vector.

Structures

  StructureDescription
public structureBandVectorEnumerator
Represents an object that iterates over the components of a BandVector.

public structureColumnCollection
Represents the collection of columns of a Matrix.

public structureIndexValuePair
Represents the value of a component at a specified position in a vector.

public structureRange
Represents a range of indexes.

public structureRowCollection
Represents the collection of rows of a Matrix.

public structureRowColumnValueTriplet
Represents the value of a component at a specified position in a matrix.

Interfaces

  InterfaceDescription
public interfaceIDoubleStorage
Represents the interface that allows access to an object's internal storage of double-precision floating point numbers.

public interfaceILeastSquaresSolver
Represents an object that can solve a system of linear equations in the least squares sense.

public interfaceIResizableMatrix
Represents the methods available for matrices that can be resized.

Enumerations

  EnumerationDescription
public enumerationCloningMethod
Enumerates the methods that can be used to clone a Vector or Matrix.

public enumerationLeastSquaresSolutionMethod
Enumerates the possible methods for solving a least squares problem.

public enumerationMatrixDiagonalMode
Represents the possible values that specify whether or not a TriangularMatrix has 1's on its diagonal.

public enumerationMatrixElementOrder
Represents the possible values for the order in which elements of a matrix are stored. The matrix elements must be contiguous in the storage array in the direction specified by this value.

public enumerationMatrixOperationSide
Represents the possible values that specify on which side of the operator a Matrix argument is to be multiplied.

public enumerationMatrixStructure
Enumerates the options for the structure of a sparse matrix.

public enumerationMatrixTriangleMode
Represents the possible values specifying the part of the storage array where the elements of a triangular or symmetrical matrix are stored.

public enumerationSingularValueDecompositionFactors
Enumerates the factors of a SingularValueDecomposition.

public enumerationTransposeOperation
Represents the possible values of an operation to be performed on a Matrix before it is multiplied.