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dakota_linear_algebra.hpp File Reference

Dakota linear algebra utilities. More...


 The primary namespace for DAKOTA.


void svd (RealMatrix &matrix, RealVector &singular_vals, RealMatrix &v_trans, bool compute_vectors=true)
 Compute the SVD of an arbitrary matrix A = USV^T. More...
void singular_values (RealMatrix &matrix, RealVector &singular_values)
 compute the singular values without storing any singular vectors (A will be destroyed)
int qr (RealMatrix &A)
 Compute an in-place QR factorization A = QR. More...
int qr_rsolve (const RealMatrix &q_r, bool transpose, RealMatrix &rhs)
 Perform a multiple right-hand sides Rinv * rhs solve using the R from a qr factorization. More...
double det_AtransA (RealMatrix &A)
 Use SVD to compute det(A'*A), destroying A with the SVD.

Detailed Description

Dakota linear algebra utilities.

Convenience functions to perform Teuchos::LAPACK operations on Dakota RealMatrix/RealVector