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Linear Algebra

  • Eigenvalue and Singular Value
    • balancmatrix or pencil balancing
    • bdiagblock diagonalization, generalized eigenvectors
    • eigscalculates largest eigenvalues and eigenvectors of matrices
    • pbigeigen-projection
    • projspecspectral operators
    • psmallspectral projection
    • speceigenvalues, and eigenvectors of a matrix or a pencil
    • svasingular value approximation
    • svdsingular value decomposition
  • Factorization
    • cholCholesky factorization
    • fullrffull rank factorization
    • fullrfkfull rank factorization of A^k
    • hessHessenberg form
    • luLU factorization with pivoting
    • polarpolar decomposition of a square matrix
    • qrQR decomposition
    • rankqrrank revealing QR factorization
    • schur[ordered] Schur decomposition of matrix and pencils
    • sqrootW*W' hermitian factorization
  • Kernel
    • colcompcolumn compression, kernel, nullspace
    • im_invinverse image
    • kernelkernel, null space
    • rangerange (span) of A^k
    • rowcomprow compression, range
  • Linear Equations
    • aff2ablinear (affine) function to A,b conversion
    • invmatrix inverse
    • linsolvelinear equation solver
    • lsqlinear least square solution of A*X=B with minimal norm(X)
    • pinvpseudoinverse
  • Markov Matrices
    • classmarkovrecurrent and transient classes of Markov matrix
    • eigenmarkovnormalized left and right Markov eigenvectors
    • genmarkovgenerates random markov matrix with recurrent and transient classes
  • Matrix Analysis
    • condcondition number of a matrix
    • detdeterminant of a square matrix
    • orthorthogonal basis
    • rankrank
    • rcondinverse condition number
    • rrefcomputes matrix row echelon form by lu transformations
    • tracetrace
  • Matrix Pencil
    • companioncompanion matrix
    • ereduccomputes matrix column echelon form by qz transformations
    • fstaircomputes pencil column echelon form by qz transformations
    • gleverinverse of matrix pencil
    • kroneckKronecker form of matrix pencil
    • lyapLyapunov equation
    • pen2eapencil to E,A conversion
    • pencancanonical form of matrix pencil
    • penlaurLaurent coefficients of matrix pencil
    • quaskroquasi-Kronecker form
    • randpencilrandom pencil
    • rowshuffshuffle algorithm
  • State-Space Matrices
    • coffresolvent (cofactor method)
    • nlevLeverrier's algorithm
  • Subspaces
  • givensGivens transformation
  • householderHouseholder orthogonal reflexion matrix. Symetrical wrt a plane
  • projprojection
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Last updated:
Tue Oct 24 14:30:03 CEST 2023