Author : Robert Davies (robertd@kauri.vuw.ac.nz)
This library supports classes Matrix, UpperTriangularMatrix, LowerTriangularMatrix, DiagonalMatrix, SymmetricMatrix, BandMatrix, UpperBandMatrix, LowerBandMatrix, SymmetricBandMatrix, RowVector, ColumnVector. Only one element type is supported. It includes the operations *, +, -, concatenation, elementwise product, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, symmetric eigenvalue analysis, fast Fourier transform, sort, print, an interface to "Numerical Recipes in C" programs, and an emulation of exceptions. It works with Borland, Watcom, Microsoft and Gnu C++ compilers.
ftp oak.oakland.edu (or any Simtel mirror) in /SimTel/msdos/cpluspls/newmat08.zip