The package is intended for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
It supports matrix types
Matrix (rectangular matrix)
nricMatrix (variant of rectangular matrix)
UpperTriangularMatrix
LowerTriangularMatrix
DiagonalMatrix
SymmetricMatrix
BandMatrix
UpperBandMatrix (upper triangular band matrix)
LowerBandMatrix (lower triangular band matrix)
SymmetricBandMatrix
RowVector (derived from Matrix)
ColumnVector (derived from Matrix).
Only one element type (float or double) is supported.
The package includes the operations *, +, -, concatenation, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, eigenvalues of a symmetric matrix, sorting, fast Fourier transform, printing and an interface with Numerical Recipes in C.
It is intended for matrices in the range 15 x 15 to the maximum size your machine will accomodate in a single array. For example 90 x 90 (125 x 125 for triangular matrices) in machines that have 8192 doubles as the maximum size of an array. The number of elements in an array cannot exceed the maximum size of an int. The package will work for very small matrices but becomes rather inefficient.
A two-stage approach to evaluating matrix expressions is used to improve efficiency and reduce use of temporary storage.
The package is designed for version 2 or 3 of C++. It works with Borland (3.1 & 4.0), Microsoft (7 & 8) and Watcom (10) C++ on a PC and AT&T C++ (2.1 & 3) and Gnu G++ (2.3.3, 2.5.8 & 2.6.0). It works with some problems with Zortech C++ (version 3.04).