C++ classes and procedures for numerical mathematics. Includes matrix and vector operations, multivariate optimization, one-dimensional root finding and function minimization, singular value decomposition, and interpolation over a grid. Uses "lazy matrices" to provide recipes for constructing matrices, in order to avoid copying large matrices to temporary storage. (Developed by Oleg Kiselyov.). Classes : D1 . Elementary vector and matrix operations D2a1 . Solution of systems of linear equations, including matrix inverses, and LU and related factorizations (general real nonsymmetric matrices) D3a1 . Determinants of general real nonsymmetric matrices D6 . Singular value decomposition (SVD) D9a1 . Least squares (L-2) solution of singular, overdetermined or underdetermined systems of linear equations without constraints E2a . Interpolation of gridded multivariate data F1b . Solution of single general nonlinear equations G1a1a . Unconstrained optimization of a smooth univariate function, user provides no derivatives G1b1a . Unconstrained optimization of a smooth multivariate function, user provides no derivatives Type : C++ software in C++ collection. Access : Public domain. Portable. Precision: Single or double. Note : Fullsource is a Unix shell archive. Also see http://pobox.com/~oleg/ftp/ See also : SERV_CC Details : Fullsource Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at Knoxville and Bell Laboratories Precision: Single or double. Note : Fullsource is a Unix shell archive. Also see http://pobox.com/~oleg/ftp/ You may access components from NETLIB outside GAMS as follows. Fullsource : Anonymous FTP from ftp.netlib.org in c++/linalg.tgz
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