Search Results for "svd"
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Showing 2 open source projects for "svd"
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Fast Matrix for Java
General purpose matrix utilities for Java in Parallel Computing
Fast Matrix for Java (fm4j) is a general-purpose matrix utility library for computing with dense matrices. fm4j encapsulated different underlying implementations and select the optimal one in run-time depending on the size of the input matrix. Moreover, fm4j employs Java (Tm) Concurrency to take advantage of the computation power of multi-cor processors. -
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math toolkit
A C++ and Python library for finance, statistics and linear algebra.
...Statistics features include mean, median, variance, standard deviation, covariance, correlation, linear regression, probabilities and random variates of various distributions ... Linear algebra features include matrix arithmetic, inverse, determinant, rank, linear system solution, lu/qr decomposition, svd, eigen values/vectors ... And some auxiliary features like random number generators, equation solution, numerical integration, permutation/combination and gcd/lcm etc. It is aimed to be a convenient and handy toolkit to check out your ideas.
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