|  | 
| file | bicgstab.hpp | 
|  | bi-conjugated gradient stableized algorithm 
 | 
|  | 
| file | choleskydecomposition.hpp | 
|  | Cholesky decomposition. 
 | 
|  | 
| file | factorreduction.hpp | 
|  | Single factor correlation reduction. 
 | 
|  | 
| file | getcovariance.hpp | 
|  | Covariance matrix calculation. 
 | 
|  | 
| file | gmres.hpp | 
|  | generalized minimal residual method 
 | 
|  | 
| file | pseudosqrt.hpp | 
|  | pseudo square root of a real symmetric matrix 
 | 
|  | 
| file | qrdecomposition.hpp | 
|  | QR decomposition. 
 | 
|  | 
| file | sparseilupreconditioner.hpp | 
|  | Preconditioner using the Incomplete LU algorithm and sparse matrices. 
 | 
|  | 
| file | sparsematrix.hpp | 
|  | typedef for boost sparse matrix class 
 | 
|  | 
| file | svd.hpp | 
|  | singular value decomposition 
 | 
|  | 
| file | symmetricschurdecomposition.hpp | 
|  | Eigenvalues/eigenvectors of a real symmetric matrix. 
 | 
|  | 
| file | tqreigendecomposition.hpp | 
|  | tridiag. QR eigen decomposition with explicite shift aka Wilkinson 
 | 
|  |