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.
(adapted from NEWMAT.TXT and author's announcement)