Using the C Math Library

Numerical Linear Algebra

Matrix Analysis 

Function	Purpose
mlfDet	Determinant.
mlfNorm	Matrix or vector norm.
mlfRcond	LINPACK reciprocal condition estimator.

Linear Equations 

Function	Purpose
mlfChol	Cholesky factorization.
mlfCholupdate	Rank 1 update to Cholesky factorization.
mlfInv	Matrix inverse.
mlfLu	Factors from Gaussian elimination.
mlfQr	Orthogonal-triangular decomposition.

Eigenvalues and Singular Values 

Function	Purpose
mlfEig	Eigenvalues and eigenvectors.
mlfHess	Hessenberg form.
mlfQz	Generalized eigenvalues.
mlfSchur	Schur decomposition.
mlfSvd	Singular value decomposition.

Matrix Functions 

Function	Purpose
mlfExpm	Matrix exponential.

Factorization Utilities 

Function	Purpose
mlfBalance	Diagonal scaling to improve eigenvalue accuracy.

Elementary Math Functions

Data Analysis and Fourier Transform Functions