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Linear Algebra

Solve linear equations, factor and invert matrices

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Cholesky Factorization Factor square Hermitian positive definite matrix into triangular components
LDL Factorization Factor square Hermitian positive definite matrices into lower, upper, and diagonal components
LU Factorization Factor square matrix into lower and upper triangular components
QR Factorization Factor arbitrary matrix into unitary and upper triangular components
Singular Value Decomposition Factor matrix using singular value decomposition
Backward Substitution SolveUX=BforXwhenUis upper triangular matrix
Cholesky Solver SolveSX=BforXwhenSis a square Hermitian positive definite matrix
Forward Substitution SolveLX=BforXwhenLis lower triangular matrix
LDL Solver SolveSX=BforXwhenSis square Hermitian positive definite matrix
Levinson-Durbin Solve linear system of equations using Levinson-Durbin recursion
LU Solver SolveAX=BwhenAis a square matrix
QR Solver Find minimum-norm-residual solution to AX=B
SVD Solver SolveAX=Busing singular value decomposition
Cholesky Inverse Compute inverse of Hermitian positive definite matrix using Cholesky factorization
LDL Inverse Compute inverse of Hermitian positive definite matrix using LDL factorization
LU Inverse Compute inverse of square matrix using LU factorization
Pseudoinverse Compute Moore-Penrose pseudoinverse of matrix

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