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Contents - Matrix and vector operations - Operations on symmetric matrices
Cholesky decomposition LDLT decomposition Determinant of a symmetric positive definite matrix Determinant of a symmetric indefinite matrix Inverse of a symmetric positive definite matrix Inverse of a symmetric indefinite matrix Condition number estimate of a symmetric positive definite matrix Condition number estimate of a symmetric indefinite matrix Reduction of a symmetric matrix to tridiagonal form |
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Sergey Bochkanov, Vladimir Bystritsky Copyright © 1999-2008 |