Math.cpp File Reference

#include <sgpp/globaldef.hpp>
#include <sgpp/optimization/tools/Math.hpp>
#include <sgpp/base/datatypes/DataVector.hpp>

Namespaces
	sgpp
	This header contains some utility functions.
	sgpp::optimization
	sgpp::optimization::math
	Namespace with linear algebra functions.

Functions
void	sgpp::optimization::math::hessenbergForm (base::DataMatrix &A, base::DataMatrix &V)
	Hessenberg form of given matrix \(A\) with transformation matrix \(V\) with \(H = V^{-1} AV\) in Hessenberg form (similiarity transformation such that entries \((i,j)\) vanish for \(i > j + 1\), \(V\) orthogonal). More...
void	sgpp::optimization::math::householderTransformation (const base::DataMatrix &A, size_t i, size_t j, base::DataMatrix &Q)
	Calculate transformation matrix \(Q\) of a Householder transformation. More...
void	sgpp::optimization::math::QRDecomposition (base::DataMatrix &A, base::DataMatrix &Q)
	QR decomposition of given matrix \(A\) with transformation matrix \(Q\) with \(A = QR\) ( \(Q\) orthogonal and \(R\) upper triangular). More...
void	sgpp::optimization::math::schurDecomposition (base::DataMatrix &A, base::DataMatrix &V)
	Schur decomposition of given matrix \(A\) with transformation matrix \(V\) (similiarity transformation such that \(S = V^{-1} AV\) upper triangular, \(V\) orthogonal). More...