linalg

LinAlg -- C++ Linear Algebra and Optimization classlib

- Matrix, Vector, subMatrices, and LAStreams over real domain;
- Matrix inverse, norms, determinant, lazy matrices, Singular Value
Decomposition (SVD) and applications, nested functions;
- Brent's univariate optimization and root finding, Hooke-Jeeves
multidimensional optimization of functors, Aitken-Lagrange interpolation;
- LinAlg stresses Matrix streams, which provide a sequential
view/access to a matrix or its parts. LABlockStreams may
span over an arbitrary rectangular block of a matrix, including the
whole matrix, a single matrix element, and all other block sizes in
between. Matrix streams are seekable and subrange-able. A stream or
a substream are always created in-line; they do not allocate any
heap storage, and are safe.
- Every feature is extensively tested in the validation code (included).