Using the C Math Library

Numerical Linear Algebra

Matrix Analysis 

Function	Purpose
mlfNormest	Estimate the matrix 2-norm.
mlfNull	Orthonormal basis for the null space.
mlfOrth	Orthonormal basis for the range.
mlfRank	Number of linearly independent rows or columns.
mlfRref	Reduced row echelon form.
mlfSubspace	Angle between two subspaces.
mlfTrace	Sum of diagonal elements.

Linear Equations 

Function	Purpose
mlfCond	Condition number with respect to inversion.
mlfCondest	1-norm condition number estimate.
mlfLscov	Least squares in the presence of known covariance.
mlfNnls	Nonnegative least-squares.
mlfPinv	Pseudoinverse.

Eigenvalues and Singular Values 

Function	Purpose
mlfCondeig	Condition number with respect to eigenvalues.
mlfPoly	Characteristic polynomial.
mlfPolyeig	Polynomial eigenvalue problem.

Matrix Functions 

Function	Purpose
mlfFunm	Evaluate general matrix function.
mlfLogm	Matrix logarithm.
mlfSqrtm	Matrix square root.

Factorization Utilities 

Function	Purpose
mlfCdf2rdf	Complex diagonal form to real block diagonal form.
mlfPlanerot	Generate a Givens plane rotation.
mlfQrdelete	Delete a column from a QR factorization.
mlfQrinsert	Insert a column into a QR factorization.
mlfRsf2csf	Real block diagonal form to complex diagonal form.

Specialized Math Functions

Data Analysis and Fourier Transform Functions