In the mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are many different matrix decompositions; each finds use among a particular class of problems.
In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition how many elements need to be zero for a matrix to be considered sparse but a common criterion is that the number of non-zero elements is roughly the number of rows or columns. By contrast, if most of the elements are nonzero, then the matrix is considered dense. The number of zero-valued elements divided by the total number of elements is sometimes referred to as the sparsity of the matrix.
In numerical linear algebra, the QR algorithm or QR iteration is an eigenvalue algorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix. The QR algorithm was developed in the late 1950s by John G. F. Francis and by Vera N. Kublanovskaya, working independently. The basic idea is to perform a QR decomposition, writing the matrix as a product of an orthogonal matrix and an upper triangular matrix, multiply the factors in the reverse order, and iterate.
Basic Linear Algebra Subprograms (BLAS) is a specification that prescribes a set of low-level routines for performing common linear algebra operations such as vector addition, scalar multiplication, dot products, linear combinations, and matrix multiplication. They are the de facto standard low-level routines for linear algebra libraries; the routines have bindings for both C and Fortran. Although the BLAS specification is general, BLAS implementations are often optimized for speed on a particular machine, so using them can bring substantial performance benefits. BLAS implementations will take advantage of special floating point hardware such as vector registers or SIMD instructions.
dnAnalytics is an open-source numerical library for .NET written in C# and F#. It features functionality similar to BLAS and LAPACK.
In mathematics, preconditioning is the application of a transformation, called the preconditioner, that conditions a given problem into a form that is more suitable for numerical solving methods. Preconditioning is typically related to reducing a condition number of the problem. The preconditioned problem is then usually solved by an iterative method.
The Template Numerical Toolkit is a software library for manipulating vectors and matrices in C++ created by the U.S. National Institute of Standards and Technology. TNT provides the fundamental linear algebra operations. TNT is analogous to the BLAS library used by LAPACK. Higher level algorithms, such as LU decomposition and singular value decomposition, are provided by JAMA, also developed at NIST, which uses TNT.
JAMA is a software library for performing numerical linear algebra tasks created at National Institute of Standards and Technology in 1998 similar in functionality to LAPACK.
LAPACK++, the Linear Algebra PACKage in C++, is a computer software library of algorithms for numerical linear algebra that solves systems of linear equations and eigenvalue problems.
Numerical linear algebra, sometimes called applied linear algebra, is the study of how matrix operations can be used to create computer algorithms which efficiently and accurately provide approximate answers to questions in continuous mathematics. It is a subfield of numerical analysis, and a type of linear algebra. Computers use floating-point arithmetic and cannot exactly represent irrational data, so when a computer algorithm is applied to a matrix of data, it can sometimes increase the difference between a number stored in the computer and the true number that it is an approximation of. Numerical linear algebra uses properties of vectors and matrices to develop computer algorithms that minimize the error introduced by the computer, and is also concerned with ensuring that the algorithm is as efficient as possible.
In numerical linear algebra, an incomplete LU factorization of a matrix is a sparse approximation of the LU factorization often used as a preconditioner.
In numerical analysis, BDDC is a domain decomposition method for solving large symmetric, positive definite systems of linear equations that arise from the finite element method. BDDC is used as a preconditioner to the conjugate gradient method. A specific version of BDDC is characterized by the choice of coarse degrees of freedom, which can be values at the corners of the subdomains, or averages over the edges or the faces of the interface between the subdomains. One application of the BDDC preconditioner then combines the solution of local problems on each subdomains with the solution of a global coarse problem with the coarse degrees of freedom as the unknowns. The local problems on different subdomains are completely independent of each other, so the method is suitable for parallel computing. With a proper choice of the coarse degrees of freedom and with regular subdomain shapes, the condition number of the method is bounded when increasing the number of subdomains, and it grows only very slowly with the number of elements per subdomain. Thus the number of iterations is bounded in the same way, and the method scales well with the problem size and the number of subdomains.
Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is a matrix-free method for finding the largest eigenvalues and the corresponding eigenvectors of a symmetric positive definite generalized eigenvalue problem
The following tables provide a comparison of linear algebra software libraries, either specialized or general purpose libraries with significant linear algebra coverage.
Parallel Colt is a set of multithreaded version of Colt. It is a collection of open-source libraries for High Performance Scientific and Technical Computing written in Java. It contains all the original capabilities of Colt and adds several new ones, with a focus on multi-threaded algorithms.
Efficient Java Matrix Library (EJML) is a linear algebra library for manipulating real/complex/dense/sparse matrices. Its design goals are; 1) to be as computationally and memory efficient as possible for both small and large matrices, and 2) to be accessible to both novices and experts. These goals are accomplished by dynamically selecting the best algorithms to use at runtime, clean API, and multiple interfaces. EJML is free, written in 100% Java and has been released under an Apache v2.0 license.
jblas is a linear algebra library, created by Mikio Braun, for the Java programming language built upon BLAS and LAPACK. Unlike most other Java linear algebra libraries, jblas is designed to be used with native code through the Java Native Interface (JNI) and comes with precompiled binaries. When used on one of the targeted architectures, it will automatically select the correct binary to use and load it. This allows it to be used out of the box and avoid a potentially tedious compilation process. jblas provides an easier to use high level API on top of the archaic API provided by BLAS and LAPACK, removing much of the tediousness.
