Extreme Optimization > User's Guide > Vector and Matrix Library > Structured Matrix Types

Extreme Optimization User's Guide

User's Guide

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Structured Matrix Types

Matrices come in many shapes and sizes. When the matrix exhibits a definite structure, calculations can often be speeded up by several orders of magnitude. Storage requirements may also be significantly reduced. It is therefore useful to define different matrix types to take advantage of these improvements.

The Extreme Optimization Mathematics Library for .NET includes classes for upper- and lower-triangular matrices and symmetrical matrices. These classes are contained in the Extreme.Mathematics.LinearAlgebra namespace.

All matrix code uses optimized implementations of the Basic Linear Algebra Subroutines (BLAS) and the Linear Algebra PACKage (LAPACK) wherever possible.

In this section:

Triangular Matrices
Symmetrical Matrices Band Matrices Diagonal Matrices

Up: Vector and Matrix Library Next: Triangular Matrices Previous: Solving Least Squares Problems Contents

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