CVM Class Library

CVM C++ Class Library encapsulates concepts of vector and square, band, symmetric, and hermitian matrices in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries in order to achieve the best numerical performance possible. Along with basic vector and matrix arithmetic it contains different algorithms including norm computations, elementary transformations, solving of linear systems of kind Ax=b and AX=B, singular value decomposition, matrix rank and determinant computation, non-symmetric and symmetric eigenvalue problem (including Cholesky and Bunch-Kaufman factorization), LU factorization, QR, RQ, LQ and QL factorizations, different linear least square problems solutions, square matrix polynomials, square matrix inversion, pseudo (generalized) inversion, and square matrix exponent.