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wegamekinglc / Derivatives-Algorithms-Lib
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Repo Added 16 Jan 2021 06:31AM UTC
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27 Jun 2026 02:54PM UTC coverage: 81.299%. Remained the same
28292668611

Pull #167

github

wegamekinglc
docs: add matrix and linear-algebra methodology note

Fill a documentation gap: docs/methodology/ had no coverage of the
matrix / linear-algebra layer in dal-cpp/dal/math/matrix/, even though
it backs the cubic-spline construction, log-discount curve solve, and
Gauss-Newton calibration. The Numerical-Recipes band-storage convention
and the CG/BCG Krylov methodology previously lived only as source
comments; this note homes them so a future comment-trim wave can reduce
the banded.cpp storage comment to a one-line pointer.

- Document the Sparse::Square_ / SquareMatrixDecomposition_ interfaces
- Cover the NR-style band storage and the TriDiagonal_ special case
- Explain the Thomas-algorithm tri-diagonal solve (TridagBetaInverse)
- Cover dense and band-Cholesky factorizations with regularization
- Document preconditioned CG and bi-CG (KrylovSolve_), with selection
  guidance on when to use each
- Index from docs/README.md (### Methodology) and CLAUDE.md (## Methodology)
Pull Request #167: docs: add matrix and linear-algebra methodology

6295 of 7743 relevant lines covered (81.3%)

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28292668611 docs/add-matrix-methodology docs: add matrix and linear-algebra methodology note Fill a documentation gap: docs/methodology/ had no coverage of the matrix / linear-algebra layer in dal-cpp/dal/math/matrix/, even though it backs the cubic-spline construction, log-discount cu... Pull #167 27 Jun 2026 03:31PM UTC wegamekinglc github
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