Structured Matrix Types

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

Extreme Numerics.NET includes classes for upper- and lower-triangular, symmetrical, and Hermitian 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