Matrix operations and decompositions

Other operations on general matrices
Other operations on square and rectangular general matrices

Operations on complex matrices
Operations on square and rectangular general complex matrices


Operations on symmetric matrices
Operations on real symmetric matrices

Operations on Hermitian matrices
Operations on Hermitian matrices


Operations on other matrices
Operations on other matrices


LU decomposition
Real and complex matrices

Cholesky decomposition
Cholesky decomposition of dense and sparse SPD/HPD matrices.

QR and LQ decompositions
QR and LQ decompositions


Matrix inversion
Calculation of the inverse matrix

Estimate of the condition number
Estimate of the condition number


Random matrix generation
Random matrix generation


Sparse matrices
Sparse matrices