----- Original Message -----
From: Anthony Pleticos <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Wednesday, March 15, 2000 4:24 PM
Subject: Matrix multiplication
> I don't know if I hit the correct site but would be grateful for an
answer -
> it is a fundamental one. We all know that linear regression can be
> accomplished by matrix multiplication and that there are packages which
will
> do it for you. I am teaching myself C++ and for the purposes of the
> excercise I would like to know how to create a matrix or obtain ready made
> code (ie "numerical recipe" )class so I could declare in a program:
>
> #include <iostream.h>
> #include <math.h>
> #include <matrix.h> /* if there is such a file */
............................................................................
....................
The basic problem is that there is an enormous differences between real
world matricies. There is no one method for numerical matrix reductions. For
example note the very large number of Fortran subroutines that focus on
peculiar aspects (banded, complex, sparse, near singular, positive definite,
not positive definate, triangular, rank deficient, etc., etc) Note the large
number of free Fortran subroutines devoted to matrices in "NETLIB". There
are other free Fortran libraries available from the web.
Matrix multiplication is not numerically straightforward given a finite
computer environment. One can get very misleading results doing the standard
multiply and add method using standard single precision.
I would suggest you get familiar with numerical analysis methods. I
personally prefer the works of G. W. Stewart as a source.
DAHeiser
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