Introduction to Math.h++/LAPACK.h++

General Description

This course is divided into two parts. The first two days cover Rogue Wave's fundamental math library, Math.h++. The final three days cover the LAPACK.h++ product, covering the following topics:

• Using LAPACK.h++ objects to provide algorithm flexibility while hiding unneeded details
• Matrix objects of various shapes and precisions to efficiently and accurately represent your data.
• Factorization objects calculate determinants, inverses and condition numbers and solve simultaneous equations efficiently while hiding the computation details.
• Least squares factorization objects to solve over- and under- determined systems.
• Decomposition objects extend this ability by allowing access to added details such as Eigenvalues and Eigenvectors.
• Server objects tailor factorization and decomposition algorithms to the special characteristics of your task.

Outline

Day 1:

1. Course introduction
2. Vector, Matrix and Array classes
3. Views, data and subscripting classes
4. Copy vs. reference semantics
5. Global functions
6. 2 labs

Day 2: FFT

Day 3: More about matrices

1. Classes for matrices with ten special shapes
2. How type conversion and orthogonal interfaces simplify your code
3. Calculation determinants and inverses solving simultaneous equations
4. Solving simultaneous equations
5. Bounds violations and shape enforcement
6. 2 labs

Day 4:

1. Using factorization objects
2. Calculating determinants and inverses
3. Solving simultaneous equations
4. Using least squares factorization objects
5. Solving over- and under- determined systems
6. 2 labs

Day 5:

1. Using decomposition objects to extract information hidden in factorizations
2. Calculating Eigenvalues and Eigenvectors
3. Selecting and configuring algorithms using server objects
4. 1 lab