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Decomposition


               

.NET Matrix Library 2.5.5000.811
The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems. Also provided are the associated matrix factorizations such as Eigen, LQ, LU, Cholesky, QR, SVD. Both real and complex matrices are supported.
matrix, vector, math, eigenvalues, eigenvalue, eigenvectors, eigenvector, qr, cholesky, lu,
.NET Matrix Library

CatMV  CatMV 1.0
The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. The implemented algorithms result in extraction of additive components of time series such as trends and periodic components, with simultaneous filling in the missing data (if any). The program is able to perform forecasting if to add missing values after the last point of the time series.
time series, forecast, forecasting, analysis, trend, periodicities, seasonalities, statistics, singular spectrum analysis, ssa,

Matrix ActiveX Component 3.1
The Matrix ActiveX Component simplifies the use of matrix operations in application development. It provides for matrix operations such as addition, subtraction, multiplication, inversion, transpose, computation of determinant, LU and Cholesky decompositions. Advanced edition additionally supports QR and Singular Value (SVD) decompositions, Eigenvalue and Eigenvector computation for symmetric and non symmetric real or complex matrices.
matrix, math, eigenvalues, eigenvalue, eigenvectors, eigenvector, qr, cholesky, lu, decomposition,
Matrix ActiveX Component

CaterpillarSSA  CaterpillarSSA 3.30
The program is based on the powerful model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection.
time, series, forecast, analysis, trend, periodicities, seasonalities, statistics, ssa, software,