Decompositions

qrupdate is a Fortran library for fast updates of QR and Cholesky decompositions. Platforms: *nix

A computer algebra package for hierarchical compositions and decompositions of permutation groups and transformation semigroups, with special emphasis on the explicit representation of the connection network, implemented in GAP www.gap-system.org. Platforms: Mac, BSD, Linux

Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through... Platforms: *nix

Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through... Platforms: Mac

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

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