Newmat library is intended for scientists and engineers
who need to manipulate a variety of types of matrices
using standard matrix operations.
Emphasis is on the kind of operations needed in statistical calculations
such as least squares, linear equation solve and eigenvalues.
Newmat supports matrix types: Matrix (rectangular matrix);
UpperTriangularMatrix; LowerTriangularMatrix; DiagonalMatrix;
SymmetricMatrix; BandMatrix; UpperBandMatrix; LowerBandMatrix;
Only one element type (float or double) is supported.
The library includes the operations *, +, -, *=, +=, -=, Kronecker product,
Schur product, concatenation, inverse, transpose, conversion between types,
submatrix, determinant, Cholesky decomposition, QR triangularisation,
singular value decomposition, eigenvalues of a symmetric matrix, sorting,
fast Fourier and trig. transforms and printing.