A package of C++ procedures which is intented for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues. The package supports classes Matrix, UpperTriangularMatrix, LowerTriangularMatrix, DiagonalMatrix, SymmetricMatrix, BandMatrix, UpperBandMatrix, LowerBandMatrix, SymmetricBandMatrix, RowVector, ColumnVector. Only one element type is supported. The package includes the operations *, +, -, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, Householder triangularisation, singular value decomposition, symmetric eigenvalue analysis, fast Fourier transform, sort, print, an interface to "Numerical Recipes in C" programs, and an emulation of exceptions.

Look at the readme file from the program.