path: root/math/linalg/pkg-descr

        LinAlg -- C++ Linear Algebra and Optimization classlib

- Matrix, Vector, subMatrices, and LAStreams over real domain;
- Matrix inverse, norms, determinant, lazy matrices, Singular Value
  Decomposition (SVD) and applications, nested functions;
- Brent's univariate optimization and root finding, Hooke-Jeeves
  multidimensional optimization of functors, Aitken-Lagrange interpolation;
- LinAlg stresses Matrix streams, which provide a sequential
  view/access to a matrix or its parts. LABlockStreams may
  span over an arbitrary rectangular block of a matrix, including the
  whole matrix, a single matrix element, and all other block sizes in
  between. Matrix streams are seekable and subrange-able. A stream or
  a substream are always created in-line; they do not allocate any
  heap storage, and are safe.
- Every feature is extensively tested in the validation code (included).

WWW: http://okmij.org/ftp/packages.html

Oleg Kiselyov <oleg@pobox.com>