The Linear Algebra Module
The Linear Algebra Module is a set of C++ classes that provide a complete, intuitive, object-oriented interface to the entities and algorithms of numerical linear algebra. The algorithms themselves are taken from LAPACK (Linear Algebra Package), a fast and efficient library of Fortran subroutines for solving common problems in numerical linear algebra.
To aid navigation, the Linear Algebra Module can be divided into the following class groups, accessible through the Modules tab of the SourcePro API Reference Guide:
Sparse Matrix ClassesFactorization ClassesSymmetric Eigenvalue Decomposition ClassesNonsymmetric Eigenvalue Decomposition ClassesLeast Squares Factorization ClassesDecomposition Classes
