Cholesky

It generates a stochastic field on a squared space. Samples are created by Latin hypercube sampling and the spatial correlation is performed by an algorithm based on Cholesky decomposition. Example inside.

Using the Cholesky decomposition, it generates n iterations of multivariate Gaussian random variables for a given mean vector (mu) and variance-covariance matrix (sigma).mvgrnd(mu,sigma,n)

qrupdate is a Fortran library for fast updates of QR and Cholesky decompositions.


Platforms: *nix

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value...


Platforms: Windows

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems....


Platforms: Windows, Other

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems....


Platforms: Windows, Other

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems....


Platforms: Windows, Other

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems....


Platforms: Windows

Finds the weighting coefficients of the linear combination of a set of Legendre polynomials up to order N.Three methods are available (actually just for fun): 'inv' (default) inverts the normal equation matrix directly, while 'chol' and 'qr' find the solution via Cholesky and QR decomposition,...


Platforms: Matlab

MVG is a multivariate Gaussian (normal) random number generator. A user can generate a vector from the multivariate normal distribution of any dimension by specifying a mean vector and symmetric positive-definite covariance matrix. A linear transformation based on the Cholesky decomposition of...


Platforms: Matlab

I faced a stupid problem of getting all possible orders of variables for Cholesky decomposition of a covariance matrix. Web search offered advertisements of 60-line codes as a solution, so I decided to crack it myself. Enjoy.


Platforms: Matlab

The Matrix ActiveX Component is a useful tool that can simplify the use of matrix operations for mathematical computations in application development. "It provides for matrix operations such as addition, subtraction, multiplication, inversion, transpose, and computation of determinant, LU and...


Platforms: Windows

" Matrix calculator Pro " is a practical math tool to calculator matrice. As you see, it's easy, various, and effectual. Its price is only $49.90. Download and try it. Function: -Matrix inverse. -Matrix transpose. Largest component. Smallest component. Matrix or vector...


Platforms: Windows, *nix

ixlib is a small c++ tools library based upon the standard template library. It provides: - a javascript interpreter - an exception handling framework - garbage collection - automatic array management - planar geometry (rectangles, regions) - polygons (rasterization, convex hull,...


Platforms: *nix

LAPACK is a linear algebra library, based on LINPACK and EISPACK. LAPACK is written in Fortran77 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated...


Platforms: *nix

Template Numerical Toolkit (TNT) is a collection of interfaces and reference implementations of numerical objects useful for scientific computing in C++. The toolkit defines interfaces for basic data structures, such as multidimensional arrays and sparse matrices, commonly used in numerical...


Platforms: *nix

IT++ is a C++ library of mathematical, signal processing and communication routines IT++ is a C++ library of mathematical, signal processing and communication classes and functions. Its main use is in simulation of communication systems and for performing research in the area of...


Platforms: Windows, Mac, Linux

Free Matrix calculator is a practical math tool to calculator real matrix and complex matrix. As you see, it's easy, various, and effectual. Download and try it. Function: Matrix inverse. Matrix transpose.Largest component. Smallest component. Matrix or vector norm.Dimension. Sum of diagonal...


Platforms: Windows

Function: * Matrix inverse. * Matrix transpose. * Largest component. * Smallest component. * Matrix or vector norm. * Dimension. * Sum of diagonal elements. * Determinant. * Matrix rank. * Eigenvalues. * QR factorization. Orthogonal-triangular decomposition. * LU factorization. *...


Platforms: Windows

IT is a C library of mathematical, signal processing, speech processing, and communications classes and functions. It is being developed by researchers in these areas and is widely used by researchers, both in the communications industry and universities. The kernel of the IT library are...


Platforms: Windows, Mac, *nix, C/C++, BSD Solaris