PROPACK - Software for large and sparse SVD calculations
Matlab® version: Version 1.1 (March 2004): PROPACK_1.1_Matlab.tar.gz Version 1.0 (1998): PROPACK.tar.gz An overview of the Matlab toolbox is given here. The Matlab routines come with detailed on-line documentation, which can be read by typing "help " at the Matlab prompt. The online documentation for the 4 main routines can be reached via the links below: lanbpro.m: Lanczos bidiagonalization with
Lapack++: Lapack++ v2.5.2 API Documentation
Homepage: http://www.sourceforge.net/projects/lapackpp Download page: http://sourceforge.net/project/showfiles.php?group_id=99696 LAPACK++ is a library for high performance linear algebra computations. This version includes support for solving linear systems using LU, Cholesky, QR matrix factorizations, and symmetric eigenvalue problems. Quick Start The most important classes in this library are L
数値計算マニュアル：線型代数 (3)
このページについて このページに関する質問やコメントはお気軽に以下のメールアドレスまで． リンクは御自由にどうぞ． 更新履歴と目次 更新履歴 2008-11-28 ページを公開しました． 目次 はじめに 利用の前に 関数の仕様 計算時間について 最小固有値の計算について サンプルコード はじめに このマニュアルについて このマニュアルは大規模固有値計算ライブラリであるARPACKをC言語から利用する方法について記述したものです． 行列の規模が小さい場合はLAPACK (b)の 固有値問題， 特異値問題， 一般化固有値問題等を参照してください． ARPACKとは ARPACKはARnoldi PACKageの略でFortranで開発された大規模固有値計算ライブラリ群です． 極端に大規模であったり， 疎であるなどの理由で三重対角化を行うことが適切でない行列の固有値問題を解く場合に利用されます．
support-vector-machines.org
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Unconstrained optimization: L-BFGS and CG - C++, C#, Java
About algorithms ALGLIB package contains three algorithms for unconstrained optimization: L-BFGS, CG and Levenberg-Marquardt algorithm. This article considers first two algorithms, which share common traits: they solve general form optimization problem (target function has no special structure) they need function value and its gradient only (Hessian is not needed) both algorithms support numerical
FFTW Home Page
Introduction FFTW is a C subroutine library for computing the discrete Fourier transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data (as well as of even/odd data, i.e. the discrete cosine/sine transforms or DCT/DST). We believe that FFTW, which is free software, should become the FFT library of choice for most applications. The latest official releas
LAPACK — Linear Algebra PACKage
LAPACK is a software package provided by Univ. of Tennessee; Univ. of California, Berkeley; Univ. of Colorado Denver; and NAG Ltd.. LAPACK is written in Fortran 90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR
WaveLab802
WaveLab is a collection of Matlab functions that have been used by the authors and collaborators to implement a variety of algorithms related to wavelet analysis. A partial list of the techniques made available: orthogonal and biorthogonal wavelet transforms, translation-invariant wavelets, interpolating wavelet transforms, cosine packets, wavelet packets, matching pursuit, and a lot more; Here
ANN - Approximate Nearest Neighbor Library
ANN is a library written in C++, which supports data structures and algorithms for both exact and approximate nearest neighbor searching in arbitrarily high dimensions. In the nearest neighbor problem a set of data points in d-dimensional space is given. These points are preprocessed into a data structure, so that given any query point q, the nearest or generally k nearest points of P to q can be
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