NMath Matrix 3.0

NMath Matrix 3.0 is designed as an modern matrix manipulation library that developes NMath Core to contain structured sparse matrix classes (triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded), factorizations (LU, Bunch-Kaufman, and Cholesky), orthogonal decompositions (QR and SVD), advanced least squares classes (Cholesky, QR, and SVD), general sparse matrix and solver, and solutions to eigenvalue problems.

Major Features:

1. Full-featured structured sparse matrix classes, including triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded.
2. Functions for converting between general matrices and structured sparse matrix types.
3. Functions for transposing structured sparse matrices, computing inner products, and calculating matrix norms.
4. Classes for factoring structured sparse matrices, including LU, Bunch-Kaufman, and Cholesky factorizations, that you can be used to solve linear systems and compute determinants, inverses, and condition numbers.
5. General sparse vector and matrix classes, and factorizations.
6. Orthogonal decomposition classes for general matrices, including QR decomposition and singular value decomposition (SVD).
7. Advanced least squares factorization classes for general matrices, including Cholesky, QR, and SVD.
8. Classes for solving symmetric, Hermitian, and nonsymmetric eigenvalue problems.

• Upgraded to Intel MKL 10.1 Update 1.
• Added class DoubleCOWeightedLeastSq for solving weighted least squares (WLS) problems using a complete orthogonal (CO) decomposition technique.
• Added class DoubleIterativelyReweightedLeastSq for solving iteratively reweighted least squares (IRLS) problems.
• Added classes DoubleLeastSqWeightingFunction, DoubleBisquareWeightingFunction, and DoubleFairWeightingFunction for least squares weighting functions.
• Added classes DoubleSparseVector, DoubleComplexSparseVector, and
• SparseVectorData for storing sparse vectors.
• Added classes DoubleCsrSparseMatrix, DoubleSymCsrSparseMatrix,
• DoubleComplexCsrSparseMatrix, DoubleHermCsrSparseMatrix, SparseMatrixData,
• ISparseMatrixStorage, and CompressedSparseRow for storing general sparse matrices in compressed sparse row (CSR) format.
• Added classes SparseMatrixFact, DoubleSparseFact, DoubleSparseSymFact, DoubleSparseSymPDFact, DoubleComplexSparseFact, DoubleSparseHermFact, and
• DoubleSparseHermPDFact for factoring general sparse matrices.
• Added MatrixFunctions.Pseudoinverse() method using SVD.
• Organized classes into solution folders inside Visual Studio.
• Added VS 2008 solutions for all examples and source editions.
• Added Add(System.Object) method to all types which implement IEnumerable.