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C++ / C# Matrix Processing Library

Brief Introduction

  • this is a matrix processing library for C++ or C#, which can be convenient for matrix operations.

    • C++ version is at Matrix/TCL_Matrix.h on master branch
    • C# version is at CSharp_Matrix on master branch
  • GUI program for matrix calculation has been released. You are welcome to download and use the latest version. Please see detailed instructions at MatrixCal/README.md

  • C++ and C# libraries implement almost the same algorithms, including

    • Basic Calculation

      • Addtion

      • Multiplication

      • Transpose

    • Matrix common operations:

      • Get the inverse of a matrix

      • Matrix Gauss-Jordan elimination

      • Matrix LU decomposition

      • Find the rank of the matrix

      • Get determinant

      • Matrix fast power

      • Solve linear equations

      • Find the null space of the matrix

      • Get trace of a matrix

      • Matrix QR decomposition

    • Common numerical calculation

      • Calculate the matrix norm
      • Calculate the spectral radius of the matrix
      • Find all singular values of any matrix (excluding multiple roots)
      • Find all (complex) eigenvalues of any matrix (including multiple roots)
    • Matrix advanced operations

      • Obtain the coefficients of the square matrix characteristic polynomial
      • Matrix SVD decomposition
      • Get the Moore-Penrose generalized inverse of any matrix

Related instructions

  • As for solving the eigenvalue and singular values of the matrix, if the problem is highly sensitive, the calculated eigenvalue/singular values may be biased
  • Any question, bug report or improvement suggestion is welcome through opening up a new issue

References

C++ / C# 矩阵处理库

简介

  • 这是一个 C++ 和 C# 的矩阵处理库,可以方便的对矩阵进行运算

    • C++处理库为master分支下的Matrix/TCL_Matrix.h
    • C#处理库位于master分支下的CSharp_Matrix
  • 矩阵计算的GUI程序已发布,欢迎大家下载使用最新Release版本进行使用。详细说明请见MatrixCal/README.md

  • C++ 与 C# 库实现的算法基本相同,包括

    • 基本运算:
      • 矩阵加法
      • 矩阵乘法
      • 矩阵转置
    • 矩阵常用运算:
      • 矩阵求逆
      • 矩阵Gauss-Jordan消元
      • 矩阵LU分解
      • 求矩阵秩
      • 求行列式
      • 矩阵快速幂
      • 求解线性方程组
      • 求矩阵零空间
      • 矩阵的迹
      • 矩阵QR分解
    • 常用数值计算
      • 求矩阵范数
      • 求矩阵谱半径
      • 求任意矩阵的所有奇异值(不含重根)
      • 求任意矩阵的(复)特征值(含重根)
    • 矩阵高级操作
      • 获得方阵特征多项式的系数
      • 矩阵SVD分解
      • 求任意矩阵的Moore-Penrose广义逆
    • 其他操作
      • 从文件中读入矩阵
      • 向文件中写入矩阵

相关说明

  • 关于求解矩阵特征值、奇异值的部分,如果问题高度敏感,则计算出的特征值/奇异值可能有偏差
  • 我们欢迎大家通过issue.,向我们询问任何问题,提出bug报告、或给予改进建议

参考资料