vnl_algo : Computational Numerics Library

Matrix decompositions include

• vnl_svd and vnl_svd_economy : Singular value decomposition
• vnl_qr : QR decomposition
• vnl_cholesky : Cholesky decomposition (for symmetric matrices)
• vnl_ldl_cholesky : Variant on Cholesky, allowing fast updating
• vnl_symmetric_eigensystem : Eigen-decomposition
• vnl_real_eigensystem : Eigen-decomposition
• vnl_complex_eigensystem : Eigen-decomposition
• vnl_generalized_eigensystem : Eigen-decomposition
• vnl_sparse_symmetric_eigensystem
• vnl_generalized_schur

Optimisation routines include

• vnl_amoeba : Downhill simplex algorithm
• vnl_lsqr
• vnl_brent_minimizer (For 1D optimization)
• vnl_conjugate_gradient
• vnl_lbfgs
• vnl_levenberg_marquardt
• vnl_powell
• vnl_bracket_minimum (To bracket a minimum of a 1D function)

Useful utility functions

• vnl_fft_1d : 1D Fast Fourier Transform
• vnl_fft_2d : 2D Fast Fourier Transform
• vnl_convolve
• vnl_chi_squared : CDF of chi-squared distribution

Lead

Amitha Perera is responsible for co-ordinating significant changes to vnl_algo. http://sourceforge.net/sendmessage.php?touser=237910