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Cosmin Bonchis's enhancements to the Ruby "Vector" and "Matrix" module and includes: LU and QR (Householder, Givens, Gram Schmidt, Hessenberg) decompositions, bidiagonalization, eigenvalue and eigenvector calculations. Work on Ruby 1.8.7, 1.9.1 and 1.9.2 (SVN version)
Home Page: http://rubyforge.org/projects/matrix/
License: Apache License 2.0