Linear Algebra Operators and Generic Functions

OPERATORS

ROUTINE DESCRIPTION
OPERATORS: .x., .tx., .xt., .xh. Computes matrix-vector and matrix-matrix products.
OPERATORS: .t., .h. Computes transpose and conjugate transpose of a matrix.
OPERATORS: .i. Computes the inverse matrix, for square non-singular matrices, or the Moore-Penrose generalized inverse matrix for singular square matrices or rectangular matrices.
OPERATORS: .ix., .xi. Computes the inverse matrix times a vector or matrix for square non-singular matrices or the corresponding Moore-Penrose generalized inverse matrix for singular square matrices or rectangular matrices.
 

FUNCTIONS

ROUTINE DESCRIPTION
CHOL Computes the Cholesky factorization of a positive-definite, symmetric or self-adjoint matrix, A.
COND Computes the condition number of a matrix, A.
DET Computes the determinant of a rectangular matrix, A.
DIAG Constructs a square diagonal matrix from a rank-1 array or several diagonal matrices from a rank-2 array.
DIAGONALS Extracts a rank-1 array whose values are the diagonal terms of a rank-2 array argument.
EIG Computes the eigenvalue-eigenvector decomposition of an ordinary or generalized eigenvalue problem.
EYE Creates a rank-2 square array whose diagonals are all the value one.
FFT The Discrete Fourier Transform of a complex sequence and its inverse transform.
FFT_BOX The Discrete Fourier Transform of several complex or real sequences.
IFFT The inverse of the Discrete Fourier Transform of a complex sequence.
IFFT_BOX The inverse Discrete Fourier Transform of several complex or real sequences.
ISNAN This is a generic logical function used to test scalars or arrays for occurrence of an IEEE 754 Standard format of floating point (ANSI/IEEE 1985) NaN, or not-a-number.
NAN Returns, as a scalar function, a value corresponding to the IEEE 754 Standard format of floating point (ANSI/IEEE 1985) for NaN.
NORM Computes the norm of a rank-1 or rank-2 array.
ORTH Orthogonalizes the columns of a rank-2 or rank-3 array.
RAND Computes a scalar, rank-1, rank-2 or rank-3 array of random numbers.
RANK Computes the mathematical rank of a rank-2 or rank-3 array.
SVD Computes the singular value decomposition of a rank-2 or rank-3 array, A = USVT.
UNIT Normalizes the columns of a rank-2 or rank-3 array so each has Euclidean length of value one.