This package is intended for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.

It supports a variety of matrix types and the standard matrix operations. Currently, only one element type (float or double) is supported.

The package includes the operations Kronecker product, Schur (elementwise) product, concatenation, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR decomposition, singular value decomposition, eigenvalues of a symmetric matrix, sorting, fast Fourier transform, fast trigonometric transforms, printing and an interface with Numerical Recipes in C.

It is intended for matrices in the range 10 x 10 to the maximum size your machine will accommodate in a single array. The package will work for very small matrices but becomes rather inefficient.