HPGnumlib is a set of codes for common tasks in numerical linear algebra, signal processing, random sampling, memory allocation, and file handling.
This library of functions includes C source and header files for:
- Cholesky decomposition of real matrices, (HPGcholesky)
- linear time invariant simulation, (HPGlti)
- SVD, LU and LDL decomposition, matrix products, Legndre polynomials, (HPGmatrix)
- random samples, (HPGrandom)
- finite differences, band-pass filtering, FFT, detrending, (HPGsignal)
- ordinary differential equations (initial value problems), (HPGode)
- general eigenvalue problems with symmetric matrices (real solutions) (HPGeig)
- ANSI color and file management, (HPGutil)
- memorly allocation from Numerical Recipes (NRutil)