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Matrix data structures, linear solvers, least squares methods, eigenvalue,
and singular value decompositions. For larger random dense matrices (above ~ 350 x 350)
matrix-matrix multiplication C = A.B is about 50% faster than MTJ.
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/**
* May 21, 2007
* @author Samuel Halliday, ThinkTank Maths Limited
* Copyright ThinkTank Maths Limited 2007
*/
package no.uib.cipr.matrix.sparse;
import no.uib.cipr.matrix.Vector;
/**
* @author Samuel Halliday, ThinkTank Maths Limited
*/
public interface ISparseVector extends Vector {
/**
* Returns the indices.
*/
public int[] getIndex();
/**
* Number of entries used in the sparse structure.
*/
public int getUsed();
}