CVM C++ Class Library encapsulates concepts of vector and square, band, symmetric and hermitian matrices in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries. See http://cvmlib.com for binaries and more details.

Features

  • Real and complex vector and matrices including square, band, symmetric and hermitian
  • Basic vector and matrix arithmetics
  • Linear systems
  • Singular value decomposition
  • Non-symmetric and symmetric eigenvalue problem (including Cholesky and Bunch-Kaufman factorization)
  • LU factorization, QR, RQ, LQ and QL factorizations
  • Linear least square problems
  • Square matrix polynomials
  • Square matrix inversion
  • Pseudo (generalized) inversion
  • Square matrix exponent

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