/mt

Matrix toolbox

Primary LanguageJGNU Lesser General Public License v3.0LGPL-3.0

Copyright 2010,2011,2013,2017,2018,2020,2021,2023,2024
          Igor Zhuravlov

See the accompanying file COPYING.LESSER, version 2007-Jun-29
or later for terms of use. If, for some reason it is missing,
the mt license also may be found at:
<http://www.gnu.org/licenses/>

'Matrix toolbox' addon for J language

mt is a set of routines for solving some problems in matrix
algebra: transforming, decomposing, reducing to condensed
form, factorization, equation solving, function applying,
condition number estimating. Its algorithms are based on
those from LAPACK [1], RRQR [2, 3] and SLICOT [4] libraries.

Project homepage:
http://code.jsoftware.com/wiki/Addons/math/mt

Authors:
see AUTHORS file

TODO:
see TODO file

References:
[1] Anderson, E. and Bai, Z. and Bischof, C. and Blackford,
    S. and Demmel, J. and Dongarra, J. and Du Croz, J. and
    Greenbaum, A. and Hammarling, S. and McKenney, A. and
    Sorensen, D. (1999). LAPACK Users' Guide. (3rd).
    Philadelphia, PA: Society for Industrial and Applied
    Mathematics.
    http://www.netlib.org/lapack
[2] C. H. Bischof, G. Quintana-Ortí. Computing Rank-Revealing
    QR Factorizations of Dense Matrices. ACM Transactions on
    Mathematical Software, June 1998, Vol. 24, No. 2, pp.
    226-253.
    https://doi.org/10.1145/290200.287637
[3] C. H. Bischof, G. Quintana-Ortí. Algorithm 782: Codes for
    Rank-Revealing QR Factorizations of Dense Matrices. ACM
    Transactions on Mathematical Software, June 1998, Vol.
    24, No. 2, pp. 254-257.
    http://www.netlib.org/toms/782
[4] Benner, P., Mehrmann, V., Sima, V., Van Huffel, S., and
    A. Varga: "SLICOT - A Subroutine Library in Systems and
    Control Theory", June 1997, NICONET Report 97-3; also
    in "Applied and Computational Control, Signal and
    Circuits" (Biswa N. Datta, Ed.), Birkauser, vol. 1, ch.
    10, pp. 499-539, 1999, ISBN 0-8176-3954-2,
    3-7643-3954-3, ISSN 1522-8363.
    http://www.slicot.org/