merged Andriy's EVD improvements and Poisson distribution

src/MathNet.Numerics.5.1.ReSharper

@@ -13,7 +13,8 @@
               <UserWords>Wishart
 Wikipedia
 Marsaglia
-Xorshift</UserWords>
+Xorshift
+λ</UserWords>
             </CustomDictionary>
           </Dictionaries>
         </CustomDictionaries>

src/Numerics/Distributions/Discrete/Binomial.cs

@@ -414,7 +414,7 @@ namespace MathNet.Numerics.Distributions
         }
 
         /// <summary>
-        /// Samples an array of Bernoulli distributed random variables.
+        /// Samples an array of Binomially distributed random variables.
         /// </summary>
         /// <returns>a sequence of successes in N trials.</returns>
         public IEnumerable<int> Samples()

src/Numerics/Distributions/Discrete/Poisson.cs

@@ -0,0 +1,399 @@
+// <copyright file="Poisson.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+// Copyright (c) 2009-2010 Math.NET
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Distributions
+{
+    using System;
+    using System.Collections.Generic;
+    using Properties;
+
+    /// <summary>
+    /// Pseudo-random generation of poisson distributed deviates.
+    /// </summary>
+    /// <remarks> 
+    /// <para>Distribution is described at <a href="http://en.wikipedia.org/wiki/Poisson_distribution"> Wikipedia - Poisson distribution</a>.</para>
+    /// <para>Knuth's method is used to generate Poisson distributed random variables.</para>
+    /// <para>f(x) = exp(-λ)*λ^x/x!;</para>
+    /// </remarks>
+    public class Poisson : IDiscreteDistribution
+    {
+        /// <summary>
+        /// The Poisson distribution parameter λ.
+        /// </summary>
+        private double _lambda;
+
+        /// <summary>
+        /// The distribution's random number generator.
+        /// </summary>
+        private Random _random;
+
+        /// <summary>
+        /// Gets or sets the Poisson distribution parameter λ.
+        /// </summary>
+        public double Lambda
+        {
+            get
+            {
+                return _lambda;
+            }
+
+            set
+            {
+                SetParameters(value);
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="Poisson"/> class.
+        /// </summary>
+        /// <param name="lambda">The Poisson distribution parameter λ.</param>
+        /// <exception cref="System.ArgumentOutOfRangeException">If <paramref name="lambda"/> is equal or less then 0.0.</exception>
+        public Poisson(double lambda)
+        {
+            SetParameters(lambda);
+            RandomSource = new Random();
+        }
+
+        /// <summary>
+        /// Sets the parameters of the distribution after checking their validity.
+        /// </summary>
+        /// <param name="lambda">The mean (λ) of the distribution.</param>
+        /// <exception cref="System.ArgumentOutOfRangeException">When the parameters don't pass the <see cref="IsValidParameterSet"/> function.</exception>
+        private void SetParameters(double lambda)
+        {
+            if (Control.CheckDistributionParameters && !IsValidParameterSet(lambda))
+            {
+                throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+            }
+
+            _lambda = lambda;
+        }
+
+        /// <summary>
+        /// Checks whether the parameters of the distribution are valid. 
+        /// </summary>
+        /// <param name="lambda">The mean (λ) of the distribution.</param>
+        /// <returns><c>true</c> when the parameters are valid, <c>false</c> otherwise.</returns>
+        private static bool IsValidParameterSet(double lambda)
+        {
+            return lambda > 0.00;
+        }
+
+        /// <summary>
+        /// Returns a <see cref="System.String"/> that represents this instance.
+        /// </summary>
+        /// <returns>
+        /// A <see cref="System.String"/> that represents this instance.
+        /// </returns>
+        public override string ToString()
+        {
+            return "Poisson(λ = " + _lambda + ")";
+        }
+
+        #region IDistribution Members
+
+        /// <summary>
+        /// Gets or sets the random number generator which is used to draw random samples.
+        /// </summary>
+        public Random RandomSource
+        {
+            get
+            {
+                return _random;
+            }
+
+            set
+            {
+                if (value == null)
+                {
+                    throw new ArgumentNullException();
+                }
+
+                _random = value;
+            }
+        }
+
+        /// <summary>
+        /// Gets the mean of the distribution.
+        /// </summary>
+        public double Mean
+        {
+            get
+            {
+                return _lambda;
+            }
+        }
+
+        /// <summary>
+        /// Gets the variance of the distribution.
+        /// </summary>
+        public double Variance
+        {
+            get
+            {
+                return _lambda;
+            }
+        }
+
+        /// <summary>
+        /// Gets the standard deviation of the distribution.
+        /// </summary>
+        public double StdDev
+        {
+            get
+            {
+                return Math.Sqrt(_lambda);
+            }
+        }
+
+        /// <summary>
+        /// Gets the entropy of the distribution.
+        /// </summary>
+        /// <remarks>Approximation, see Wikipedia <a href="http://en.wikipedia.org/wiki/Poisson_distribution">Poisson distribution</a></remarks>
+        public double Entropy
+        {
+            get
+            {
+                return (0.5 * Math.Log(2 * Constants.Pi * Constants.E * _lambda)) - (1.0 / (12.0 * _lambda)) - (1.0 / (24.0 * _lambda * _lambda)) - (19.0 / (360.0 * _lambda * _lambda * _lambda));
+            }
+        }
+
+        /// <summary>
+        /// Gets the skewness of the distribution.
+        /// </summary>
+        public double Skewness
+        {
+            get
+            {
+                return 1.0 / Math.Sqrt(_lambda);
+            }
+        }
+
+        /// <summary>
+        /// Gets the smallest element in the domain of the distributions which can be represented by an integer.
+        /// </summary>
+        public int Minimum
+        {
+            get
+            {
+                return 0;
+            }
+        }
+
+        /// <summary>
+        /// Gets the largest element in the domain of the distributions which can be represented by an integer.
+        /// </summary>
+        public int Maximum
+        {
+            get
+            {
+                return int.MaxValue;
+            }
+        }
+
+        /// <summary>
+        /// Computes the cumulative distribution function of the Poisson distribution.
+        /// </summary>
+        /// <param name="x">The location at which to compute the cumulative density.</param>
+        /// <returns>the cumulative density at <paramref name="x"/>.</returns>
+        public double CumulativeDistribution(double x)
+        {
+            return 1.0 - SpecialFunctions.GammaLowerRegularized(x + 1, _lambda);
+        }
+
+        #endregion
+
+        #region IDiscreteDistribution Members
+
+        /// <summary>
+        /// Gets the mode of the distribution.
+        /// </summary>
+        public int Mode
+        {
+            get
+            {
+                return (int)Math.Floor(_lambda);
+            }
+        }
+
+        /// <summary>
+        /// Gets the median of the distribution.
+        /// </summary>
+        /// <remarks>Approximation, see Wikipedia <a href="http://en.wikipedia.org/wiki/Poisson_distribution">Poisson distribution</a></remarks>
+        public int Median
+        {
+            get
+            {
+                return (int)Math.Floor(_lambda + (1.0 / 3.0) - (0.02 / _lambda));
+            }
+        }
+
+        /// <summary>
+        /// Computes values of the probability mass function.
+        /// </summary>
+        /// <param name="k">The location in the domain where we want to evaluate the probability mass function.</param>
+        /// <returns>the probability mass at location <paramref name="k"/>.</returns>
+        public double Probability(int k)
+        {
+            return Math.Exp(-_lambda + (k * Math.Log(_lambda)) - SpecialFunctions.FactorialLn(k));
+        }
+
+        /// <summary>
+        /// Computes values of the log probability mass function.
+        /// </summary>
+        /// <param name="k">The location in the domain where we want to evaluate the log probability mass function.</param>
+        /// <returns>the log probability mass at location <paramref name="k"/>.</returns>
+        public double ProbabilityLn(int k)
+        {
+            return -_lambda + (k * Math.Log(_lambda)) - SpecialFunctions.FactorialLn(k);
+        }
+
+        /// <summary>
+        /// Samples a Poisson distributed random variable.
+        /// </summary>
+        /// <returns>A sample from the Poisson distribution.</returns>
+        public int Sample()
+        {
+            return DoSample(RandomSource, _lambda);
+        }
+
+        /// <summary>
+        /// Samples an array of Poisson distributed random variables.
+        /// </summary>
+        /// <returns>a sequence of successes in N trials.</returns>
+        public IEnumerable<int> Samples()
+        {
+            while (true)
+            {
+                yield return DoSample(RandomSource, _lambda);
+            }
+        }
+
+        #endregion
+
+        /// <summary>
+        /// Samples a Poisson distributed random variable.
+        /// </summary>
+        /// <param name="rnd">The random number generator to use.</param>
+        /// <param name="lambda">The Poisson distribution parameter λ.</param>
+        /// <returns>A sample from the Poisson distribution.</returns>
+        public static int Sample(Random rnd, double lambda)
+        {
+            if (Control.CheckDistributionParameters && !IsValidParameterSet(lambda))
+            {
+                throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+            }
+
+            return DoSample(rnd, lambda);
+        }
+
+        /// <summary>
+        /// Samples a sequence of Poisson distributed random variables.
+        /// </summary>
+        /// <param name="rnd">The random number generator to use.</param>
+        /// <param name="lambda">The Poisson distribution parameter λ.</param>
+        /// <returns>a sequence of samples from the distribution.</returns>
+        public static IEnumerable<int> Samples(Random rnd, double lambda)
+        {
+            if (Control.CheckDistributionParameters && !IsValidParameterSet(lambda))
+            {
+                throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+            }
+
+            while (true)
+            {
+                yield return DoSample(rnd, lambda);
+            }
+        }
+
+        /// <summary>
+        /// Generates one sample from the Poisson distribution.
+        /// </summary>
+        /// <param name="rnd">The random source to use.</param>
+        /// <param name="lambda">The Poisson distribution parameter λ.</param>
+        /// <returns>A random sample from the Poisson distribution.</returns>
+        private static int DoSample(Random rnd, double lambda)
+        {
+            return (lambda < 30.0) ? DoSampleShort(rnd, lambda) : DoSampleLarge(rnd, lambda);
+        }
+
+        /// <summary>
+        /// Generates one sample from the Poisson distribution by Knuth's method.
+        /// </summary>
+        /// <param name="rnd">The random source to use.</param>
+        /// <param name="lambda">The Poisson distribution parameter λ.</param>
+        /// <returns>A random sample from the Poisson distribution.</returns>
+        private static int DoSampleShort(Random rnd, double lambda)
+        {
+            var limit = Math.Exp(-lambda);
+            var count = 0;
+            for (var product = rnd.NextDouble(); product >= limit; product *= rnd.NextDouble())
+            {
+                count++;
+            }
+
+            return count;
+        }
+
+        /// <summary>
+        /// Generates one sample from the Poisson distribution by "Rejection method PA".
+        /// </summary>
+        /// <param name="rnd">The random source to use.</param>
+        /// <param name="lambda">The Poisson distribution parameter λ.</param>
+        /// <returns>A random sample from the Poisson distribution.</returns>
+        /// <remarks>"Rejection method PA" from "The Computer Generation of Poisson Random Variables" by A. C. Atkinson,
+        /// Journal of the Royal Statistical Society Series C (Applied Statistics) Vol. 28, No. 1. (1979)
+        /// The article is on pages 29-35. The algorithm given here is on page 32. </remarks>
+        private static int DoSampleLarge(Random rnd, double lambda)
+        {
+            var c = 0.767 - (3.36 / lambda);
+            var beta = Math.PI / Math.Sqrt(3.0 * lambda);
+            var alpha = beta * lambda;
+            var k = Math.Log(c) - lambda - Math.Log(beta);
+
+            for (;;)
+            {
+                var u = rnd.NextDouble();
+                var x = (alpha - Math.Log((1.0 - u) / u)) / beta;
+                var n = (int)Math.Floor(x + 0.5);
+                if (n < 0)
+                {
+                    continue;
+                }
+
+                var v = rnd.NextDouble();
+                var y = alpha - (beta * x);
+                var temp = 1.0 + Math.Exp(y);
+                var lhs = y + Math.Log(v / (temp * temp));
+                var rhs = k + (n * Math.Log(lambda)) - SpecialFunctions.FactorialLn(n);
+                if (lhs <= rhs)
+                {
+                    return n;
+                }
+            }
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex/DenseVector.cs

@@ -28,6 +28,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
 {
     using System;
     using System.Collections.Generic;
+    using System.Linq;
     using System.Numerics;
     using Distributions;
     using Generic;
@@ -1185,6 +1186,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
                     index => Data[index].Magnitude);
             }
 
+            if (2.0 == p)
+            {
+                return Data.Aggregate(Complex.Zero, SpecialFunctions.Hypotenuse).Magnitude;
+            }
+
             if (Double.IsPositiveInfinity(p))
             {
                 return CommonParallel.Select(

src/Numerics/LinearAlgebra/Complex/Factorization/DenseEvd.cs

@@ -0,0 +1,964 @@
+// <copyright file="DenseEvd.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
+{
+    using System;
+    using System.Numerics;
+    using Generic;
+    using Generic.Factorization;
+    using Properties;
+
+    /// <summary>
+    /// Eigenvalues and eigenvectors of a complex matrix.
+    /// </summary>
+    /// <remarks>
+    /// If A is hermitan, then A = V*D*V' where the eigenvalue matrix D is
+    /// diagonal and the eigenvector matrix V is hermitan.
+    /// I.e. A = V*D*V' and V*VH=I.
+    /// If A is not symmetric, then the eigenvalue matrix D is block diagonal
+    /// with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues,
+    /// lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda].  The
+    /// columns of V represent the eigenvectors in the sense that A*V = V*D,
+    /// i.e. A.Multiply(V) equals V.Multiply(D).  The matrix V may be badly
+    /// conditioned, or even singular, so the validity of the equation
+    /// A = V*D*Inverse(V) depends upon V.cond().
+    /// </remarks>
+    public class DenseEvd : Evd<Complex>
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DenseEvd"/> class. This object will compute the
+        /// the eigenvalue decomposition when the constructor is called and cache it's decomposition.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <b>null</b>.</exception>
+        /// <exception cref="ArgumentException">If EVD algorithm failed to converge with matrix <paramref name="matrix"/>.</exception>
+        public DenseEvd(DenseMatrix matrix)
+        {
+            if (matrix == null)
+            {
+                throw new ArgumentNullException("matrix");
+            }
+
+            if (matrix.RowCount != matrix.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSquare);
+            }
+
+            var order = matrix.RowCount;
+
+            // Initialize matricies for eigenvalues and eigenvectors
+            MatrixEv = DenseMatrix.Identity(order);
+            MatrixD = matrix.CreateMatrix(order, order);
+            VectorEv = new DenseVector(order);
+           
+            IsSymmetric = true;
+
+            for (var i = 0; i < order & IsSymmetric; i++)
+            {
+                for (var j = 0; j < order & IsSymmetric; j++)
+                {
+                    IsSymmetric &= matrix[i, j] == matrix[j, i].Conjugate();
+                }
+            }
+
+            if (IsSymmetric)
+            {
+                var matrixCopy = matrix.ToArray();
+                var tau = new Complex[order];
+                var d = new double[order];
+                var e = new double[order];
+
+                SymmetricTridiagonalize(matrixCopy, d, e, tau, order);
+                SymmetricDiagonalize(((DenseMatrix)MatrixEv).Data, d, e, order);
+                SymmetricUntridiagonalize(((DenseMatrix)MatrixEv).Data, matrixCopy, tau, order);
+
+                for (var i = 0; i < order; i++)
+                {
+                    VectorEv[i] = new Complex(d[i], e[i]);
+                }
+            }
+            else
+            {
+                var matrixH = matrix.ToArray();
+                NonsymmetricReduceToHessenberg(((DenseMatrix)MatrixEv).Data, matrixH, order);
+                NonsymmetricReduceHessenberToRealSchur(((DenseVector)VectorEv).Data, ((DenseMatrix)MatrixEv).Data, matrixH, order);
+            }
+
+            MatrixD.SetDiagonal(VectorEv);
+        }
+
+        /// <summary>
+        /// Reduces a complex hermitian matrix to a real symmetric tridiagonal matrix using unitary similarity transformations.
+        /// </summary>
+        /// <param name="matrixA">Source matrix to reduce</param>
+        /// <param name="d">Output: Arrays for internal storage of real parts of eigenvalues</param>
+        /// <param name="e">Output: Arrays for internal storage of imaginary parts of eigenvalues</param>
+        /// <param name="tau">Output: Arrays that contains further information about the transformations.</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedures HTRIDI by 
+        /// Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for 
+        /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding 
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void SymmetricTridiagonalize(Complex[,] matrixA, double[] d, double[] e, Complex[] tau, int order)
+        {
+            double hh;
+            tau[order - 1] = Complex.One;
+
+            for (var i = 0; i < order; i++)
+            {
+                d[i] = matrixA[i, i].Real;
+            }
+
+            // Householder reduction to tridiagonal form.
+            for (var i = order - 1; i > 0; i--)
+            {
+                // Scale to avoid under/overflow.
+                var scale = 0.0;
+                var h = 0.0;
+
+                for (var k = 0; k < i; k++)
+                {
+                    scale = scale + Math.Abs(matrixA[i, k].Real) + Math.Abs(matrixA[i, k].Imaginary);
+                }
+
+                if (scale == 0.0)
+                {
+                    tau[i - 1] = Complex.One;
+                    e[i] = 0.0;
+                }
+                else
+                {
+                    for (var k = 0; k < i; k++)
+                    {
+                        matrixA[i, k] /= scale;
+                        h += matrixA[i, k].MagnitudeSquared();
+                    }
+
+                    Complex g = Math.Sqrt(h);
+                    e[i] = scale * g.Real;
+
+                    Complex temp;
+                    var f = matrixA[i, i - 1];
+                    if (f.Magnitude != 0)
+                    {
+                        temp = -(matrixA[i, i - 1].Conjugate() * tau[i].Conjugate()) / f.Magnitude;
+                        h += f.Magnitude * g.Real;
+                        g = 1.0 + (g / f.Magnitude);
+                        matrixA[i, i - 1] *= g;
+                    }
+                    else
+                    {
+                        temp = -tau[i].Conjugate();
+                        matrixA[i, i - 1] = g;
+                    }
+
+                    if ((f.Magnitude == 0) || (i != 1))
+                    {
+                        f = Complex.Zero;
+                        for (var j = 0; j < i; j++)
+                        {
+                            var tmp = Complex.Zero;
+
+                            // Form element of A*U.
+                            for (var k = 0; k <= j; k++)
+                            {
+                                tmp += matrixA[j, k] * matrixA[i, k].Conjugate();
+                            }
+
+                            for (var k = j + 1; k <= i - 1; k++)
+                            {
+                                tmp += matrixA[k, j].Conjugate() * matrixA[i, k].Conjugate();
+                            }
+
+                            // Form element of P
+                            tau[j] = tmp / h;
+                            f += (tmp / h) * matrixA[i, j];
+                        }
+
+                        hh = f.Real / (h + h);
+
+                        // Form the reduced A.
+                        for (var j = 0; j < i; j++)
+                        {
+                            f = matrixA[i, j].Conjugate();
+                            g = tau[j] - (hh * f);
+                            tau[j] = g.Conjugate();
+
+                            for (var k = 0; k <= j; k++)
+                            {
+                                matrixA[j, k] -= (f * tau[k]) + (g * matrixA[i, k]);
+                            }
+                        }
+                    }
+
+                    for (var k = 0; k < i; k++)
+                    {
+                        matrixA[i, k] *= scale;
+                    }
+
+                    tau[i - 1] = temp.Conjugate();
+                }
+
+                hh = d[i];
+                d[i] = matrixA[i, i].Real;
+                matrixA[i, i] = new Complex(hh, scale * Math.Sqrt(h));
+            }
+
+            hh = d[0];
+            d[0] = matrixA[0, 0].Real;
+            matrixA[0, 0] = hh;
+            e[0] = 0.0;
+        }
+
+        /// <summary>
+        /// Symmetric tridiagonal QL algorithm.
+        /// </summary>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="d">Arrays for internal storage of real parts of eigenvalues</param>
+        /// <param name="e">Arrays for internal storage of imaginary parts of eigenvalues</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedures tql2, by
+        /// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
+        /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void SymmetricDiagonalize(Complex[] dataEv, double[] d, double[] e, int order)
+        {
+            const int Maxiter = 1000;
+
+            for (var i = 1; i < order; i++)
+            {
+                e[i - 1] = e[i];
+            }
+
+            e[order - 1] = 0.0;
+
+            var f = 0.0;
+            var tst1 = 0.0;
+            var eps = Precision.DoubleMachinePrecision;
+            for (var l = 0; l < order; l++)
+            {
+                // Find small subdiagonal element
+                tst1 = Math.Max(tst1, Math.Abs(d[l]) + Math.Abs(e[l]));
+                var m = l;
+                while (m < order)
+                {
+                    if (Math.Abs(e[m]) <= eps * tst1)
+                    {
+                        break;
+                    }
+
+                    m++;
+                }
+
+                // If m == l, d[l] is an eigenvalue,
+                // otherwise, iterate.
+                if (m > l)
+                {
+                    var iter = 0;
+                    do
+                    {
+                        iter = iter + 1; // (Could check iteration count here.)
+
+                        // Compute implicit shift
+                        var g = d[l];
+                        var p = (d[l + 1] - g) / (2.0 * e[l]);
+                        var r = SpecialFunctions.Hypotenuse(p, 1.0);
+                        if (p < 0)
+                        {
+                            r = -r;
+                        }
+
+                        d[l] = e[l] / (p + r);
+                        d[l + 1] = e[l] * (p + r);
+
+                        var dl1 = d[l + 1];
+                        var h = g - d[l];
+                        for (var i = l + 2; i < order; i++)
+                        {
+                            d[i] -= h;
+                        }
+
+                        f = f + h;
+
+                        // Implicit QL transformation.
+                        p = d[m];
+                        var c = 1.0;
+                        var c2 = c;
+                        var c3 = c;
+                        var el1 = e[l + 1];
+                        var s = 0.0;
+                        var s2 = 0.0;
+                        for (var i = m - 1; i >= l; i--)
+                        {
+                            c3 = c2;
+                            c2 = c;
+                            s2 = s;
+                            g = c * e[i];
+                            h = c * p;
+                            r = SpecialFunctions.Hypotenuse(p, e[i]);
+                            e[i + 1] = s * r;
+                            s = e[i] / r;
+                            c = p / r;
+                            p = (c * d[i]) - (s * g);
+                            d[i + 1] = h + (s * ((c * g) + (s * d[i])));
+
+                            // Accumulate transformation.
+                            for (var k = 0; k < order; k++)
+                            {
+                                h = dataEv[((i + 1) * order) + k].Real;
+                                dataEv[((i + 1) * order) + k] = (s * dataEv[(i * order) + k].Real) + (c * h);
+                                dataEv[(i * order) + k] = (c * dataEv[(i * order) + k].Real) - (s * h);
+                            }
+                        }
+
+                        p = (-s) * s2 * c3 * el1 * e[l] / dl1;
+                        e[l] = s * p;
+                        d[l] = c * p;
+
+                        // Check for convergence. If too many iterations have been performed, 
+                        // throw exception that Convergence Failed
+                        if (iter >= Maxiter)
+                        {
+                            throw new ArgumentException(Resources.ConvergenceFailed);
+                        }
+                    }
+                    while (Math.Abs(e[l]) > eps * tst1);
+                }
+
+                d[l] = d[l] + f;
+                e[l] = 0.0;
+            }
+
+            // Sort eigenvalues and corresponding vectors.
+            for (var i = 0; i < order - 1; i++)
+            {
+                var k = i;
+                var p = d[i];
+                for (var j = i + 1; j < order; j++)
+                {
+                    if (d[j] < p)
+                    {
+                        k = j;
+                        p = d[j];
+                    }
+                }
+
+                if (k != i)
+                {
+                    d[k] = d[i];
+                    d[i] = p;
+                    for (var j = 0; j < order; j++)
+                    {
+                        p = dataEv[(i * order) + j].Real;
+                        dataEv[(i * order) + j] = dataEv[(k * order) + j];
+                        dataEv[(k * order) + j] = p;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Determines eigenvectors by undoing the symmetric tridiagonalize transformation
+        /// </summary>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="matrixA">Previously tridiagonalized matrix by <see cref="SymmetricTridiagonalize"/>.</param>
+        /// <param name="tau">Contains further information about the transformations</param>
+        /// <param name="order">Input matrix order</param>
+        /// <remarks>This is derived from the Algol procedures HTRIBK, by
+        /// by Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for
+        /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void SymmetricUntridiagonalize(Complex[] dataEv, Complex[,] matrixA, Complex[] tau, int order)
+        {
+            for (var i = 0; i < order; i++)
+            {
+                for (var j = 0; j < order; j++)
+                {
+                    dataEv[(j * order) + i] = dataEv[(j * order) + i].Real * tau[i].Conjugate();
+                }
+            }
+
+            // Recover and apply the Householder matrices.
+            for (var i = 1; i < order; i++)
+            {
+                var h = matrixA[i, i].Imaginary;
+                if (h != 0)
+                {
+                    for (var j = 0; j < order; j++)
+                    {
+                        var s = Complex.Zero;
+                        for (var k = 0; k < i; k++)
+                        {
+                            s += dataEv[(j * order) + k] * matrixA[i, k];
+                        }
+
+                        s = (s / h) / h;
+
+                        for (var k = 0; k < i; k++)
+                        {
+                            dataEv[(j * order) + k] -= s * matrixA[i, k].Conjugate();
+                        }
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Nonsymmetric reduction to Hessenberg form.
+        /// </summary>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="matrixH">Array for internal storage of nonsymmetric Hessenberg form.</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedures orthes and ortran,
+        /// by Martin and Wilkinson, Handbook for Auto. Comp.,
+        /// Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutines in EISPACK.</remarks>
+        private static void NonsymmetricReduceToHessenberg(Complex[] dataEv, Complex[,] matrixH, int order)
+        {
+            var ort = new Complex[order];
+
+            for (var m = 1; m < order - 1; m++)
+            {
+                // Scale column.
+                var scale = 0.0;
+                for (var i = m; i < order; i++)
+                {
+                    scale += Math.Abs(matrixH[i, m - 1].Real) + Math.Abs(matrixH[i, m - 1].Imaginary);
+                }
+
+                if (scale != 0.0)
+                {
+                    // Compute Householder transformation.
+                    var h = 0.0;
+                    for (var i = order - 1; i >= m; i--)
+                    {
+                        ort[i] = matrixH[i, m - 1] / scale;
+                        h += ort[i].MagnitudeSquared();
+                    }
+
+                    var g = Math.Sqrt(h);
+                    if (ort[m].Magnitude != 0)
+                    {
+                        h = h + (ort[m].Magnitude * g);
+                        g /= ort[m].Magnitude;
+                        ort[m] = (1.0 + g) * ort[m];
+                    }
+                    else
+                    {
+                        ort[m] = g;
+                        matrixH[m, m - 1] = scale;
+                    }
+
+                    // Apply Householder similarity transformation
+                    // H = (I-u*u'/h)*H*(I-u*u')/h)
+                    for (var j = m; j < order; j++)
+                    {
+                        var f = Complex.Zero;
+                        for (var i = order - 1; i >= m; i--)
+                        {
+                            f += ort[i].Conjugate() * matrixH[i, j];
+                        }
+
+                        f = f / h;
+                        for (var i = m; i < order; i++)
+                        {
+                            matrixH[i, j] -= f * ort[i];
+                        }
+                    }
+
+                    for (var i = 0; i < order; i++)
+                    {
+                        var f = Complex.Zero;
+                        for (var j = order - 1; j >= m; j--)
+                        {
+                            f += ort[j] * matrixH[i, j];
+                        }
+
+                        f = f / h;
+                        for (var j = m; j < order; j++)
+                        {
+                            matrixH[i, j] -= f * ort[j].Conjugate();
+                        }
+                    }
+
+                    ort[m] = scale * ort[m];
+                    matrixH[m, m - 1] *= -g;
+                }
+            }
+
+            // Accumulate transformations (Algol's ortran).
+            for (var i = 0; i < order; i++)
+            {
+                for (var j = 0; j < order; j++)
+                {
+                    dataEv[(j * order) + i] = i == j ? Complex.One : Complex.Zero;
+                }
+            }
+
+            for (var m = order - 2; m >= 1; m--)
+            {
+                if (matrixH[m, m - 1] != Complex.Zero && ort[m] != Complex.Zero)
+                {
+                    var norm = (matrixH[m, m - 1].Real * ort[m].Real) + (matrixH[m, m - 1].Imaginary * ort[m].Imaginary);
+
+                    for (var i = m + 1; i < order; i++)
+                    {
+                        ort[i] = matrixH[i, m - 1];
+                    }
+
+                    for (var j = m; j < order; j++)
+                    {
+                        var g = Complex.Zero;
+                        for (var i = m; i < order; i++)
+                        {
+                            g += ort[i].Conjugate() * dataEv[(j * order) + i];
+                        }
+
+                        // Double division avoids possible underflow
+                        g /= norm;
+                        for (var i = m; i < order; i++)
+                        {
+                            dataEv[(j * order) + i] += g * ort[i];
+                        }
+                    }
+                }
+            }
+            
+            // Create real subdiagonal elements.
+            for (var i = 1; i < order; i++)
+            {
+                if (matrixH[i, i - 1].Imaginary != 0.0)
+                {
+                    var y = matrixH[i, i - 1] / matrixH[i, i - 1].Magnitude;
+                    matrixH[i, i - 1] = matrixH[i, i - 1].Magnitude;
+                    for (var j = i; j < order; j++)
+                    {
+                        matrixH[i, j] *= y.Conjugate();
+                    }
+
+                    for (var j = 0; j <= Math.Min(i + 1, order - 1); j++)
+                    {
+                        matrixH[j, i] *= y;
+                    }
+
+                    for (var j = 0; j < order; j++)
+                    {
+                        dataEv[(i * order) + j]  *= y;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Nonsymmetric reduction from Hessenberg to real Schur form.
+        /// </summary>
+        /// <param name="vectorV">Data array of the eigenvectors</param>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="matrixH">Array for internal storage of nonsymmetric Hessenberg form.</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedure hqr2,
+        /// by Martin and Wilkinson, Handbook for Auto. Comp.,
+        /// Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void NonsymmetricReduceHessenberToRealSchur(Complex[] vectorV, Complex[] dataEv, Complex[,] matrixH, int order)
+        {
+            // Initialize
+            var n = order - 1;
+            var eps = Precision.DoubleMachinePrecision;
+
+            double norm;
+            Complex s, x, y, z, exshift = Complex.Zero;
+
+            // Outer loop over eigenvalue index
+            var iter = 0;
+            while (n >= 0)
+            {
+                // Look for single small sub-diagonal element
+                var l = n;
+                while (l > 0)
+                {
+                    var tst1 = Math.Abs(matrixH[l - 1, l - 1].Real) + Math.Abs(matrixH[l - 1, l - 1].Imaginary) + Math.Abs(matrixH[l, l].Real) + Math.Abs(matrixH[l, l].Imaginary);
+                    if (Math.Abs(matrixH[l, l - 1].Real) < eps * tst1)
+                    {
+                        break;
+                    }
+
+                    l--;
+                }
+
+                // Check for convergence
+                // One root found
+                if (l == n)
+                {
+                    matrixH[n, n] += exshift;
+                    vectorV[n] = matrixH[n, n];
+                    n--;
+                    iter = 0;
+                }
+                else
+                {
+                    // Form shift
+                    if (iter != 10 && iter != 20)
+                    {
+                        s = matrixH[n, n];
+                        x = matrixH[n - 1, n] * matrixH[n, n - 1].Real;
+
+                        if (x.Real != 0.0 || x.Imaginary != 0.0)
+                        {
+                            y = (matrixH[n - 1, n - 1] - s) / 2.0;
+                            z = ((y * y) + x).SquareRoot();
+                            if ((y.Real * z.Real) + (y.Imaginary * z.Imaginary) < 0.0)
+                            {
+                                z *= -1.0;
+                            }
+
+                            x /= y + z; 
+                            s = s - x;
+                        }
+                    }
+                    else
+                    {
+                        // Form exceptional shift
+                        s = Math.Abs(matrixH[n, n - 1].Real) + Math.Abs(matrixH[n - 1, n - 2].Real);
+                    }
+
+                    for (var i = 0; i <= n; i++)
+                    {
+                        matrixH[i, i] -= s;
+                    }
+
+                    exshift += s;
+                    iter++;
+
+                    // Reduce to triangle (rows)
+                    for (var i = l + 1; i <= n; i++)
+                    {
+                        s = matrixH[i, i - 1].Real;
+                        norm = SpecialFunctions.Hypotenuse(matrixH[i - 1, i - 1].Magnitude, s.Real);
+                        x = matrixH[i - 1, i - 1] / norm;
+                        vectorV[i - 1] = x;
+                        matrixH[i - 1, i - 1] = norm;
+                        matrixH[i, i - 1] = new Complex(0.0, s.Real / norm);
+
+                        for (var j = i; j < order; j++)
+                        {
+                            y = matrixH[i - 1, j];
+                            z = matrixH[i, j];
+                            matrixH[i - 1, j] = (x.Conjugate() * y) + (matrixH[i, i - 1].Imaginary * z);
+                            matrixH[i, j] = (x * z) - (matrixH[i, i - 1].Imaginary * y);
+                        }
+                    }
+
+                    s = matrixH[n, n];
+                    if (s.Imaginary != 0.0)
+                    {
+                        s /= matrixH[n, n].Magnitude;
+                        matrixH[n, n] = matrixH[n, n].Magnitude;
+
+                        for (var j = n + 1; j < order; j++)
+                        {
+                            matrixH[n, j] *= s.Conjugate();
+                        }
+                    }
+
+                    // Inverse operation (columns).
+                    for (var j = l + 1; j <= n; j++)
+                    {
+                        x = vectorV[j - 1];
+                        for (var i = 0; i <= j; i++)
+                        {
+                            z = matrixH[i, j];
+                            if (i != j)
+                            {
+                                y = matrixH[i, j - 1];
+                                matrixH[i, j - 1] = (x * y) + (matrixH[j, j - 1].Imaginary * z);
+                            }
+                            else
+                            {
+                                y = matrixH[i, j - 1].Real;
+                                matrixH[i, j - 1] = new Complex((x.Real * y.Real) - (x.Imaginary * y.Imaginary) + (matrixH[j, j - 1].Imaginary * z.Real), matrixH[i, j - 1].Imaginary);
+                            }
+
+                            matrixH[i, j] = (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y);
+                        }
+
+                        for (var i = 0; i < order; i++)
+                        {
+                            y = dataEv[((j - 1) * order) + i];
+                            z = dataEv[(j * order) + i];
+                            dataEv[((j - 1) * order) + i] = (x * y) + (matrixH[j, j - 1].Imaginary * z);
+                            dataEv[(j * order) + i] = (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y);
+                        }
+                    }
+
+                    if (s.Imaginary != 0.0)
+                    {
+                        for (var i = 0; i <= n; i++)
+                        {
+                            matrixH[i, n] *= s;
+                        }
+
+                        for (var i = 0; i < order; i++)
+                        {
+                            dataEv[(n * order) + i] *= s;
+                        }
+                    }
+                }
+            }
+
+            // All roots found.  
+            // Backsubstitute to find vectors of upper triangular form
+            norm = 0.0;
+            for (var i = 0; i < order; i++)
+            {
+                for (var j = i; j < order; j++)
+                {
+                    norm = Math.Max(norm, Math.Abs(matrixH[i, j].Real) + Math.Abs(matrixH[i, j].Imaginary));
+                }
+            }
+
+            if (order == 1)
+            {
+                return;
+            }
+
+            if (norm == 0.0)
+            {
+                return;
+            }
+
+            for (n = order - 1; n > 0; n--)
+            {
+                x = vectorV[n];
+                matrixH[n, n] = 1.0;
+
+                for (var i = n - 1; i >= 0; i--)
+                {
+                    z = 0.0;
+                    for (var j = i + 1; j <= n; j++)
+                    {
+                        z += matrixH[i, j] * matrixH[j, n];
+                    }
+
+                    y = x - vectorV[i];
+                    if (y.Real == 0.0 && y.Imaginary == 0.0)
+                    {
+                        y = eps * norm;
+                    }
+
+                    matrixH[i, n] = z / y;
+
+                    // Overflow control
+                    var tr = Math.Abs(matrixH[i, n].Real) + Math.Abs(matrixH[i, n].Imaginary);
+                    if ((eps * tr) * tr > 1)
+                    {
+                        for (var j = i; j <= n; j++)
+                        {
+                            matrixH[j, n] = matrixH[j, n] / tr;
+                        }
+                    }
+                }
+            }
+
+            // Back transformation to get eigenvectors of original matrix
+            for (var j = order - 1; j > 0; j--)
+            {
+                for (var i = 0; i < order; i++)
+                {
+                    z = Complex.Zero;
+                    for (var k = 0; k <= j; k++)
+                    {
+                        z += dataEv[(k * order) + i] * matrixH[k, j];
+                    }
+
+                    dataEv[(j * order) + i] = z;
+                }
+            }
+        }
+        
+        /// <summary>
+        /// Solves a system of linear equations, <b>AX = B</b>, with A SVD factorized.
+        /// </summary>
+        /// <param name="input">The right hand side <see cref="Matrix{T}"/>, <b>B</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
+        public override void Solve(Matrix<Complex> input, Matrix<Complex> result)
+        {
+            // Check for proper arguments.
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // The solution X should have the same number of columns as B
+            if (input.ColumnCount != result.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            // The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
+            if (VectorEv.Count != input.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
+            }
+
+            // The solution X row dimension is equal to the column dimension of A
+            if (VectorEv.Count != result.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            if (IsSymmetric)
+            {
+                var order = VectorEv.Count;
+                var tmp = new Complex[order];
+
+                for (var k = 0; k < order; k++)
+                {
+                    for (var j = 0; j < order; j++)
+                    {
+                        Complex value = 0.0;
+                        if (j < order)
+                        {
+                            for (var i = 0; i < order; i++)
+                            {
+                                value += ((DenseMatrix)MatrixEv).Data[(j * order) + i].Conjugate() * input.At(i, k);
+                            }
+
+                            value /= VectorEv[j].Real;
+                        }
+
+                        tmp[j] = value;
+                    }
+
+                    for (var j = 0; j < order; j++)
+                    {
+                        Complex value = 0.0;
+                        for (var i = 0; i < order; i++)
+                        {
+                            value += ((DenseMatrix)MatrixEv).Data[(i * order) + j] * tmp[i];
+                        }
+
+                        result[j, k] = value;
+                    }
+                }
+            }
+            else
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric); 
+            }
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>Ax = b</b>, with A EVD factorized.
+        /// </summary>
+        /// <param name="input">The right hand side vector, <b>b</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
+        public override void Solve(Vector<Complex> input, Vector<Complex> result)
+        {
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // Ax=b where A is an m x m matrix
+            // Check that b is a column vector with m entries
+            if (VectorEv.Count != input.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+            }
+
+            // Check that x is a column vector with n entries
+            if (VectorEv.Count != result.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            if (IsSymmetric)
+            {
+                // Symmetric case -> x = V * inv(λ) * VH * b;
+                var order = VectorEv.Count;
+                var tmp = new Complex[order];
+                Complex value;
+
+                for (var j = 0; j < order; j++)
+                {
+                    value = 0;
+                    if (j < order)
+                    {
+                        for (var i = 0; i < order; i++)
+                        {
+                            value += ((DenseMatrix)MatrixEv).Data[(j * order) + i].Conjugate() * input[i];
+                        }
+
+                        value /= VectorEv[j].Real;
+                    }
+
+                    tmp[j] = value;
+                }
+
+                for (var j = 0; j < order; j++)
+                {
+                    value = 0;
+                    for (int i = 0; i < order; i++)
+                    {
+                        value += ((DenseMatrix)MatrixEv).Data[(i * order) + j] * tmp[i];
+                    }
+
+                    result[j] = value;
+                }
+            }
+            else
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+        }
+
+        /// <summary>
+        /// Multiply two values T*T
+        /// </summary>
+        /// <param name="val1">Left operand value</param>
+        /// <param name="val2">Right operand value</param>
+        /// <returns>Result of multiplication</returns>
+        protected sealed override Complex MultiplyT(Complex val1, Complex val2)
+        {
+            return val1 * val2;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex/Factorization/DenseGramSchmidt.cs

@@ -0,0 +1,239 @@
+// <copyright file="DenseGramSchmidt.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
+{
+    using System;
+    using System.Numerics;
+    using Generic;
+    using Generic.Factorization;
+    using Properties;
+    using Threading;
+
+    /// <summary>
+    /// <para>A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.</para>
+    /// <para>Any complex square matrix A may be decomposed as A = QR where Q is an unitary mxn matrix and R is an nxn upper triangular matrix.</para>
+    /// </summary>
+    /// <remarks>
+    /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
+    /// </remarks>
+    public class DenseGramSchmidt : GramSchmidt<Complex>
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DenseGramSchmidt"/> class. This object creates an unitary matrix 
+        /// using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
+        public DenseGramSchmidt(DenseMatrix matrix)
+        {
+            if (matrix == null)
+            {
+                throw new ArgumentNullException("matrix");
+            }
+
+            if (matrix.RowCount < matrix.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            MatrixQ = matrix.Clone();
+            MatrixR = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount);
+            Factorize(((DenseMatrix)MatrixQ).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, ((DenseMatrix)MatrixR).Data);
+        }
+
+        /// <summary>
+        /// Factorize matrix using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="q">Initial matrix. On exit is replaced by <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="rowsQ">Number of rows in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="columnsQ">Number of columns in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="r">On exit is filled by <see cref="Matrix{T}"/> R.</param>
+        private static void Factorize(Complex[] q, int rowsQ, int columnsQ, Complex[] r)
+        {
+            for (var k = 0; k < columnsQ; k++)
+            {
+                var norm = 0.0;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    norm += q[(k * rowsQ) + i].Magnitude * q[(k * rowsQ) + i].Magnitude;
+                }
+
+                norm = Math.Sqrt(norm);
+                if (norm == 0.0)
+                {
+                    throw new ArgumentException(Resources.ArgumentMatrixNotRankDeficient);
+                }
+
+                r[(k * columnsQ) + k] = norm;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    q[(k * rowsQ) + i] /= norm;
+                }
+
+                for (var j = k + 1; j < columnsQ; j++)
+                {
+                    int k1 = k;
+                    int j1 = j;
+                    var dot = CommonParallel.Aggregate(0, rowsQ, index => q[(k1 * rowsQ) + index].Conjugate() * q[(j1 * rowsQ) + index]);
+                    r[(j * columnsQ) + k] = dot;
+                    for (var i = 0; i < rowsQ; i++)
+                    {
+                        var value = q[(j * rowsQ) + i] - (q[(k * rowsQ) + i] * dot);
+                        q[(j * rowsQ) + i] = value;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side <see cref="Matrix{T}"/>, <b>B</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
+        public override void Solve(Matrix<Complex> input, Matrix<Complex> result)
+        {
+            // Check for proper arguments.
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // The solution X should have the same number of columns as B
+            if (input.ColumnCount != result.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            // The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
+            if (MatrixQ.RowCount != input.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
+            }
+
+            // The solution X row dimension is equal to the column dimension of A
+            if (MatrixQ.ColumnCount != result.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            var dinput = input as DenseMatrix;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            var dresult = result as DenseMatrix;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, input.ColumnCount, dresult.Data);
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>Ax = b</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side vector, <b>b</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
+        public override void Solve(Vector<Complex> input, Vector<Complex> result)
+        {
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // Ax=b where A is an m x n matrix
+            // Check that b is a column vector with m entries
+            if (MatrixQ.RowCount != input.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+            }
+
+            // Check that x is a column vector with n entries
+            if (MatrixQ.ColumnCount != result.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            var dinput = input as DenseVector;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            var dresult = result as DenseVector;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, 1, dresult.Data);
+        }
+
+        #region Simple arithmetic of type T
+
+        /// <summary>
+        /// Multiply two values T*T
+        /// </summary>
+        /// <param name="val1">Left operand value</param>
+        /// <param name="val2">Right operand value</param>
+        /// <returns>Result of multiplication</returns>
+        protected sealed override Complex MultiplyT(Complex val1, Complex val2)
+        {
+            return val1 * val2;
+        }
+
+        /// <summary>
+        /// Returns the absolute value of a specified number.
+        /// </summary>
+        /// <param name="val1"> A number whose absolute is to be found</param>
+        /// <returns>Absolute value </returns>
+        protected sealed override double AbsoluteT(Complex val1)
+        {
+            return val1.Magnitude;
+        }
+
+        #endregion
+    }
+}

src/Numerics/LinearAlgebra/Complex/Factorization/UserEvd.cs

@@ -90,7 +90,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
 
             if (IsSymmetric)
             {
-                var matrixCopy = matrix.Clone();
+                var matrixCopy = matrix.ToArray();
                 var tau = new Complex[order];
                 var d = new double[order];
                 var e = new double[order];
@@ -126,14 +126,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
         /// Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for 
         /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding 
         /// Fortran subroutine in EISPACK.</remarks>
-        private static void SymmetricTridiagonalize(Matrix<Complex> matrixA, double[] d, double[] e, Complex[] tau, int order)
+        private static void SymmetricTridiagonalize(Complex[,] matrixA, double[] d, double[] e, Complex[] tau, int order)
         {
             double hh;
             tau[order - 1] = Complex.One;
 
-            for (var i = 0; i < matrixA.Diagonal().Count; i++)
+            for (var i = 0; i < order; i++)
             {
-                d[i] = matrixA.Diagonal()[i].Real;
+                d[i] = matrixA[i, i].Real;
             }
 
             // Householder reduction to tridiagonal form.
@@ -331,9 +331,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                             // Accumulate transformation.
                             for (var k = 0; k < order; k++)
                             {
-                                h = MatrixEv[k, i + 1].Real;
-                                MatrixEv[k, i + 1] = (s * MatrixEv[k, i].Real) + (c * h);
-                                MatrixEv[k, i] = (c * MatrixEv[k, i].Real) - (s * h);
+                                h = MatrixEv.At(k, i + 1).Real;
+                                MatrixEv.At(k, i + 1, (s * MatrixEv.At(k, i).Real) + (c * h));
+                                MatrixEv.At(k, i, (c * MatrixEv.At(k, i).Real) - (s * h));
                             }
                         }
 
@@ -375,9 +375,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                     d[i] = p;
                     for (var j = 0; j < order; j++)
                     {
-                        p = MatrixEv[j, i].Real;
-                        MatrixEv[j, i] = MatrixEv[j, k];
-                        MatrixEv[j, k] = p;
+                        p = MatrixEv.At(j, i).Real;
+                        MatrixEv.At(j, i, MatrixEv.At(j, k));
+                        MatrixEv.At(j, k, p);
                     }
                 }
             }
@@ -393,13 +393,13 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
         /// by Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for
         /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
         /// Fortran subroutine in EISPACK.</remarks>
-        private void SymmetricUntridiagonalize(Matrix<Complex> matrixA, Complex[] tau, int order)
+        private void SymmetricUntridiagonalize(Complex[,] matrixA, Complex[] tau, int order)
         {
             for (var i = 0; i < order; i++)
             {
                 for (var j = 0; j < order; j++)
                 {
-                    MatrixEv[i, j] = MatrixEv[i, j].Real * tau[i].Conjugate();
+                    MatrixEv.At(i, j, MatrixEv.At(i, j).Real * tau[i].Conjugate());
                 }
             }
 
@@ -414,14 +414,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                         var s = Complex.Zero;
                         for (var k = 0; k < i; k++)
                         {
-                            s += MatrixEv[k, j] * matrixA[i, k];
+                            s += MatrixEv.At(k, j) * matrixA[i, k];
                         }
 
                         s = (s / h) / h;
 
                         for (var k = 0; k < i; k++)
                         {
-                            MatrixEv[k, j] -= s * matrixA[i, k].Conjugate();
+                            MatrixEv.At(k, j, MatrixEv.At(k, j) - s * matrixA[i, k].Conjugate());
                         }
                     }
                 }
@@ -515,7 +515,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
             {
                 for (var j = 0; j < order; j++)
                 {
-                    MatrixEv[i, j] = i == j ? Complex.One : Complex.Zero;
+                    MatrixEv.At(i, j, i == j ? Complex.One : Complex.Zero);
                 }
             }
 
@@ -535,14 +535,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                         var g = Complex.Zero;
                         for (var i = m; i < order; i++)
                         {
-                            g += ort[i].Conjugate() * MatrixEv[i, j];
+                            g += ort[i].Conjugate() * MatrixEv.At(i, j);
                         }
 
                         // Double division avoids possible underflow
                         g /= norm;
                         for (var i = m; i < order; i++)
                         {
-                            MatrixEv[i, j] += g * ort[i];
+                            MatrixEv.At(i, j, MatrixEv.At(i, j) + g * ort[i]);
                         }
                     }
                 }
@@ -567,7 +567,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
 
                     for (var j = 0; j < order; j++)
                     {
-                        MatrixEv[j, i] *= y;
+                        MatrixEv.At(j, i, MatrixEv.At(j, i) * y);
                     }
                 }
             }
@@ -706,10 +706,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
 
                         for (var i = 0; i < order; i++)
                         {
-                            y = MatrixEv[i, j - 1];
-                            z = MatrixEv[i, j];
-                            MatrixEv[i, j - 1] = (x * y) + (matrixH[j, j - 1].Imaginary * z);
-                            MatrixEv[i, j] = (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y);
+                            y = MatrixEv.At(i, j - 1);
+                            z = MatrixEv.At(i, j);
+                            MatrixEv.At(i, j - 1, (x * y) + (matrixH[j, j - 1].Imaginary * z));
+                            MatrixEv.At(i, j, (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y));
                         }
                     }
 
@@ -722,7 +722,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
 
                         for (var i = 0; i < order; i++)
                         {
-                            MatrixEv[i, n] *= s;
+                            MatrixEv.At(i, n, MatrixEv.At(i, n) * s);
                         }
                     }
                 }
@@ -790,10 +790,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                     z = Complex.Zero;
                     for (var k = 0; k <= j; k++)
                     {
-                        z += MatrixEv[i, k] * matrixH[k, j];
+                        z += MatrixEv.At(i, k) * matrixH[k, j];
                     }
 
-                    MatrixEv[i, j] = z;
+                    MatrixEv.At(i, j, z);
                 }
             }
         }
@@ -848,7 +848,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                         {
                             for (var i = 0; i < order; i++)
                             {
-                                value += MatrixEv.At(i, j) * input.At(i, k);
+                                value += MatrixEv.At(i, j).Conjugate() * input.At(i, k);
                             }
 
                             value /= VectorEv[j].Real;
@@ -862,7 +862,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                         Complex value = 0.0;
                         for (var i = 0; i < order; i++)
                         {
-                            value += MatrixEv.At(j, i).Conjugate() * tmp[i];
+                            value += MatrixEv.At(j, i) * tmp[i];
                         }
 
                         result[j, k] = value;
@@ -919,7 +919,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                     {
                         for (var i = 0; i < order; i++)
                         {
-                            value += MatrixEv.At(i, j) * input[i];
+                            value += MatrixEv.At(i, j).Conjugate() * input[i];
                         }
 
                         value /= VectorEv[j].Real;
@@ -933,7 +933,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
                     value = 0;
                     for (int i = 0; i < order; i++)
                     {
-                        value += MatrixEv.At(j, i).Conjugate() * tmp[i];
+                        value += MatrixEv.At(j, i) * tmp[i];
                     }
 
                     result[j] = value;

src/Numerics/LinearAlgebra/Complex/Factorization/GramSchmidt.cs → src/Numerics/LinearAlgebra/Complex/Factorization/UserGramSchmidt.cs

@@ -1,4 +1,4 @@
-// <copyright file="GramSchmidt.cs" company="Math.NET">
+// <copyright file="UserGramSchmidt.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -43,17 +43,17 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
     /// <remarks>
     /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
     /// </remarks>
-    public class GramSchmidt : QR<Complex>
+    public class UserGramSchmidt : GramSchmidt<Complex>
     {
         /// <summary>
-        /// Initializes a new instance of the <see cref="GramSchmidt"/> class. This object creates an unitary matrix 
+        /// Initializes a new instance of the <see cref="UserGramSchmidt"/> class. This object creates an unitary matrix 
         /// using the modified Gram-Schmidt method.
         /// </summary>
         /// <param name="matrix">The matrix to factor.</param>
         /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
-        public GramSchmidt(Matrix<Complex> matrix)
+        public UserGramSchmidt(Matrix<Complex> matrix)
         {
             if (matrix == null)
             {
@@ -100,44 +100,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Factorization
             }
         }
 
-        /// <summary>
-        /// Gets a value indicating whether the matrix is full rank or not.
-        /// </summary>
-        /// <value><c>true</c> if the matrix is full rank; otherwise <c>false</c>.</value>
-        public override bool IsFullRank
-        {
-            get
-            {
-                return true;
-            }
-        }
-
-        /// <summary>
-        /// Gets the determinant of the matrix for which the QR matrix was computed.
-        /// </summary>
-        public override double Determinant
-        {
-            get
-            {
-                if (MatrixQ.RowCount != MatrixQ.ColumnCount)
-                {
-                    throw new ArgumentException(Resources.ArgumentMatrixSquare);
-                }
-
-                var det = Complex.One;
-                for (var i = 0; i < MatrixR.ColumnCount; i++)
-                {
-                    det *= MatrixR.At(i, i);
-                    if (MatrixR.At(i, i).Magnitude.AlmostEqualInDecimalPlaces(0.0, 15))
-                    {
-                        return 0;
-                    }
-                }
-
-                return det.Magnitude;
-            }
-        }
-
         /// <summary>
         /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
         /// </summary>

src/Numerics/LinearAlgebra/Complex/Solvers/Iterative/MlkBiCgStab.cs

@@ -36,8 +36,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers.Iterative
     using System.Linq;
     using System.Numerics;
     using Distributions;
-    using Factorization;
     using Generic;
+    using Generic.Factorization;
     using Generic.Solvers;
     using Generic.Solvers.Preconditioners;
     using Generic.Solvers.Status;
@@ -642,7 +642,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers.Iterative
             }
 
             // Compute the orthogonalization.
-            var gs = new GramSchmidt(matrix);
+            var gs = matrix.GramSchmidt();
             var orthogonalMatrix = gs.Q;
 
             // Now transfer this to vectors

src/Numerics/LinearAlgebra/Complex/SparseVector.cs

@@ -28,6 +28,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
 {
     using System;
     using System.Collections.Generic;
+    using System.Linq;
     using System.Numerics;
     using Distributions;
     using Generic;
@@ -1238,6 +1239,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
                 return 0.0;
             }
 
+            if (2.0 == p)
+            {
+                return _nonZeroValues.Aggregate(Complex.Zero, SpecialFunctions.Hypotenuse).Magnitude;
+            }
+
             if (Double.IsPositiveInfinity(p))
             {
                 return CommonParallel.Select(0, NonZerosCount, (index, localData) => Math.Max(localData, _nonZeroValues[index].Magnitude), Math.Max);

src/Numerics/LinearAlgebra/Complex32/DenseVector.cs

@@ -28,6 +28,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
 {
     using System;
     using System.Collections.Generic;
+    using System.Linq;
     using Distributions;
     using Generic;
     using NumberTheory;
@@ -1185,6 +1186,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
                     index => Data[index].Magnitude);
             }
 
+            if (2.0 == p)
+            {
+                return Data.Aggregate(Complex32.Zero, SpecialFunctions.Hypotenuse).Magnitude;
+            }
+
             if (Double.IsPositiveInfinity(p))
             {
                 return CommonParallel.Select(

src/Numerics/LinearAlgebra/Complex32/Factorization/DenseEvd.cs

@@ -0,0 +1,968 @@
+// <copyright file="DenseEvd.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
+{
+    using System;
+    using System.Numerics;
+    using Generic;
+    using Generic.Factorization;
+    using Numerics;
+    using Properties;
+
+    /// <summary>
+    /// Eigenvalues and eigenvectors of a complex matrix.
+    /// </summary>
+    /// <remarks>
+    /// If A is hermitan, then A = V*D*V' where the eigenvalue matrix D is
+    /// diagonal and the eigenvector matrix V is hermitan.
+    /// I.e. A = V*D*V' and V*VH=I.
+    /// If A is not symmetric, then the eigenvalue matrix D is block diagonal
+    /// with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues,
+    /// lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda].  The
+    /// columns of V represent the eigenvectors in the sense that A*V = V*D,
+    /// i.e. A.Multiply(V) equals V.Multiply(D).  The matrix V may be badly
+    /// conditioned, or even singular, so the validity of the equation
+    /// A = V*D*Inverse(V) depends upon V.cond().
+    /// </remarks>
+    public class DenseEvd : Evd<Complex32>
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DenseEvd"/> class. This object will compute the
+        /// the eigenvalue decomposition when the constructor is called and cache it's decomposition.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <b>null</b>.</exception>
+        /// <exception cref="ArgumentException">If EVD algorithm failed to converge with matrix <paramref name="matrix"/>.</exception>
+        public DenseEvd(DenseMatrix matrix)
+        {
+            if (matrix == null)
+            {
+                throw new ArgumentNullException("matrix");
+            }
+
+            if (matrix.RowCount != matrix.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSquare);
+            }
+
+            var order = matrix.RowCount;
+
+            // Initialize matricies for eigenvalues and eigenvectors
+            MatrixEv = DenseMatrix.Identity(order);
+            MatrixD = matrix.CreateMatrix(order, order);
+            VectorEv = new LinearAlgebra.Complex.DenseVector(order);
+           
+            IsSymmetric = true;
+
+            for (var i = 0; i < order & IsSymmetric; i++)
+            {
+                for (var j = 0; j < order & IsSymmetric; j++)
+                {
+                    IsSymmetric &= matrix[i, j] == matrix[j, i].Conjugate();
+                }
+            }
+
+            if (IsSymmetric)
+            {
+                var matrixCopy = matrix.ToArray();
+                var tau = new Complex32[order];
+                var d = new float[order];
+                var e = new float[order];
+
+                SymmetricTridiagonalize(matrixCopy, d, e, tau, order);
+                SymmetricDiagonalize(((DenseMatrix)MatrixEv).Data, d, e, order);
+                SymmetricUntridiagonalize(((DenseMatrix)MatrixEv).Data, matrixCopy, tau, order);
+
+                for (var i = 0; i < order; i++)
+                {
+                    VectorEv[i] = new Complex(d[i], e[i]);
+                }
+            }
+            else
+            {
+                var matrixH = matrix.ToArray();
+                NonsymmetricReduceToHessenberg(((DenseMatrix)MatrixEv).Data, matrixH, order);
+                NonsymmetricReduceHessenberToRealSchur(((LinearAlgebra.Complex.DenseVector)VectorEv).Data, ((DenseMatrix)MatrixEv).Data, matrixH, order);
+            }
+
+            for (var i = 0; i < VectorEv.Count; i++)
+            {
+                MatrixD.At(i, i, (Complex32)VectorEv[i]);
+            }
+        }
+
+        /// <summary>
+        /// Reduces a complex hermitian matrix to a real symmetric tridiagonal matrix using unitary similarity transformations.
+        /// </summary>
+        /// <param name="matrixA">Source matrix to reduce</param>
+        /// <param name="d">Output: Arrays for internal storage of real parts of eigenvalues</param>
+        /// <param name="e">Output: Arrays for internal storage of imaginary parts of eigenvalues</param>
+        /// <param name="tau">Output: Arrays that contains further information about the transformations.</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedures HTRIDI by 
+        /// Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for 
+        /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding 
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void SymmetricTridiagonalize(Complex32[,] matrixA, float[] d, float[] e, Complex32[] tau, int order)
+        {
+            float hh;
+            tau[order - 1] = Complex32.One;
+
+            for (var i = 0; i < order; i++)
+            {
+                d[i] = matrixA[i, i].Real;
+            }
+
+            // Householder reduction to tridiagonal form.
+            for (var i = order - 1; i > 0; i--)
+            {
+                // Scale to avoid under/overflow.
+                var scale = 0.0f;
+                var h = 0.0f;
+
+                for (var k = 0; k < i; k++)
+                {
+                    scale = scale + Math.Abs(matrixA[i, k].Real) + Math.Abs(matrixA[i, k].Imaginary);
+                }
+
+                if (scale == 0.0f)
+                {
+                    tau[i - 1] = Complex32.One;
+                    e[i] = 0.0f;
+                }
+                else
+                {
+                    for (var k = 0; k < i; k++)
+                    {
+                        matrixA[i, k] /= scale;
+                        h += matrixA[i, k].MagnitudeSquared;
+                    }
+
+                    Complex32 g = (float)Math.Sqrt(h);
+                    e[i] = scale * g.Real;
+
+                    Complex32 temp;
+                    var f = matrixA[i, i - 1];
+                    if (f.Magnitude != 0)
+                    {
+                        temp = -(matrixA[i, i - 1].Conjugate() * tau[i].Conjugate()) / f.Magnitude;
+                        h += f.Magnitude * g.Real;
+                        g = 1.0f + (g / f.Magnitude);
+                        matrixA[i, i - 1] *= g;
+                    }
+                    else
+                    {
+                        temp = -tau[i].Conjugate();
+                        matrixA[i, i - 1] = g;
+                    }
+
+                    if ((f.Magnitude == 0) || (i != 1))
+                    {
+                        f = Complex32.Zero;
+                        for (var j = 0; j < i; j++)
+                        {
+                            var tmp = Complex32.Zero;
+
+                            // Form element of A*U.
+                            for (var k = 0; k <= j; k++)
+                            {
+                                tmp += matrixA[j, k] * matrixA[i, k].Conjugate();
+                            }
+
+                            for (var k = j + 1; k <= i - 1; k++)
+                            {
+                                tmp += matrixA[k, j].Conjugate() * matrixA[i, k].Conjugate();
+                            }
+
+                            // Form element of P
+                            tau[j] = tmp / h;
+                            f += (tmp / h) * matrixA[i, j];
+                        }
+
+                        hh = f.Real / (h + h);
+
+                        // Form the reduced A.
+                        for (var j = 0; j < i; j++)
+                        {
+                            f = matrixA[i, j].Conjugate();
+                            g = tau[j] - (hh * f);
+                            tau[j] = g.Conjugate();
+
+                            for (var k = 0; k <= j; k++)
+                            {
+                                matrixA[j, k] -= (f * tau[k]) + (g * matrixA[i, k]);
+                            }
+                        }
+                    }
+
+                    for (var k = 0; k < i; k++)
+                    {
+                        matrixA[i, k] *= scale;
+                    }
+
+                    tau[i - 1] = temp.Conjugate();
+                }
+
+                hh = d[i];
+                d[i] = matrixA[i, i].Real;
+                matrixA[i, i] = new Complex32(hh, scale * (float)Math.Sqrt(h));
+            }
+
+            hh = d[0];
+            d[0] = matrixA[0, 0].Real;
+            matrixA[0, 0] = hh;
+            e[0] = 0.0f;
+        }
+
+        /// <summary>
+        /// Symmetric tridiagonal QL algorithm.
+        /// </summary>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="d">Arrays for internal storage of real parts of eigenvalues</param>
+        /// <param name="e">Arrays for internal storage of imaginary parts of eigenvalues</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedures tql2, by
+        /// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
+        /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void SymmetricDiagonalize(Complex32[] dataEv, float[] d, float[] e, int order)
+        {
+            const int Maxiter = 1000;
+
+            for (var i = 1; i < order; i++)
+            {
+                e[i - 1] = e[i];
+            }
+
+            e[order - 1] = 0.0f;
+
+            var f = 0.0f;
+            var tst1 = 0.0f;
+            var eps = Precision.DoubleMachinePrecision;
+            for (var l = 0; l < order; l++)
+            {
+                // Find small subdiagonal element
+                tst1 = Math.Max(tst1, Math.Abs(d[l]) + Math.Abs(e[l]));
+                var m = l;
+                while (m < order)
+                {
+                    if (Math.Abs(e[m]) <= eps * tst1)
+                    {
+                        break;
+                    }
+
+                    m++;
+                }
+
+                // If m == l, d[l] is an eigenvalue,
+                // otherwise, iterate.
+                if (m > l)
+                {
+                    var iter = 0;
+                    do
+                    {
+                        iter = iter + 1; // (Could check iteration count here.)
+
+                        // Compute implicit shift
+                        var g = d[l];
+                        var p = (d[l + 1] - g) / (2.0f * e[l]);
+                        var r = SpecialFunctions.Hypotenuse(p, 1.0f);
+                        if (p < 0)
+                        {
+                            r = -r;
+                        }
+
+                        d[l] = e[l] / (p + r);
+                        d[l + 1] = e[l] * (p + r);
+
+                        var dl1 = d[l + 1];
+                        var h = g - d[l];
+                        for (var i = l + 2; i < order; i++)
+                        {
+                            d[i] -= h;
+                        }
+
+                        f = f + h;
+
+                        // Implicit QL transformation.
+                        p = d[m];
+                        var c = 1.0f;
+                        var c2 = c;
+                        var c3 = c;
+                        var el1 = e[l + 1];
+                        var s = 0.0f;
+                        var s2 = 0.0f;
+                        for (var i = m - 1; i >= l; i--)
+                        {
+                            c3 = c2;
+                            c2 = c;
+                            s2 = s;
+                            g = c * e[i];
+                            h = c * p;
+                            r = SpecialFunctions.Hypotenuse(p, e[i]);
+                            e[i + 1] = s * r;
+                            s = e[i] / r;
+                            c = p / r;
+                            p = (c * d[i]) - (s * g);
+                            d[i + 1] = h + (s * ((c * g) + (s * d[i])));
+
+                            // Accumulate transformation.
+                            for (var k = 0; k < order; k++)
+                            {
+                                h = dataEv[((i + 1) * order) + k].Real;
+                                dataEv[((i + 1) * order) + k] = (s * dataEv[(i * order) + k].Real) + (c * h);
+                                dataEv[(i * order) + k] = (c * dataEv[(i * order) + k].Real) - (s * h);
+                            }
+                        }
+
+                        p = (-s) * s2 * c3 * el1 * e[l] / dl1;
+                        e[l] = s * p;
+                        d[l] = c * p;
+
+                        // Check for convergence. If too many iterations have been performed, 
+                        // throw exception that Convergence Failed
+                        if (iter >= Maxiter)
+                        {
+                            throw new ArgumentException(Resources.ConvergenceFailed);
+                        }
+                    }
+                    while (Math.Abs(e[l]) > eps * tst1);
+                }
+
+                d[l] = d[l] + f;
+                e[l] = 0.0f;
+            }
+
+            // Sort eigenvalues and corresponding vectors.
+            for (var i = 0; i < order - 1; i++)
+            {
+                var k = i;
+                var p = d[i];
+                for (var j = i + 1; j < order; j++)
+                {
+                    if (d[j] < p)
+                    {
+                        k = j;
+                        p = d[j];
+                    }
+                }
+
+                if (k != i)
+                {
+                    d[k] = d[i];
+                    d[i] = p;
+                    for (var j = 0; j < order; j++)
+                    {
+                        p = dataEv[(i * order) + j].Real;
+                        dataEv[(i * order) + j] = dataEv[(k * order) + j];
+                        dataEv[(k * order) + j] = p;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Determines eigenvectors by undoing the symmetric tridiagonalize transformation
+        /// </summary>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="matrixA">Previously tridiagonalized matrix by <see cref="SymmetricTridiagonalize"/>.</param>
+        /// <param name="tau">Contains further information about the transformations</param>
+        /// <param name="order">Input matrix order</param>
+        /// <remarks>This is derived from the Algol procedures HTRIBK, by
+        /// by Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for
+        /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void SymmetricUntridiagonalize(Complex32[] dataEv, Complex32[,] matrixA, Complex32[] tau, int order)
+        {
+            for (var i = 0; i < order; i++)
+            {
+                for (var j = 0; j < order; j++)
+                {
+                    dataEv[(j * order) + i] = dataEv[(j * order) + i].Real * tau[i].Conjugate();
+                }
+            }
+
+            // Recover and apply the Householder matrices.
+            for (var i = 1; i < order; i++)
+            {
+                var h = matrixA[i, i].Imaginary;
+                if (h != 0)
+                {
+                    for (var j = 0; j < order; j++)
+                    {
+                        var s = Complex32.Zero;
+                        for (var k = 0; k < i; k++)
+                        {
+                            s += dataEv[(j * order) + k] * matrixA[i, k];
+                        }
+
+                        s = (s / h) / h;
+
+                        for (var k = 0; k < i; k++)
+                        {
+                            dataEv[(j * order) + k] -= s * matrixA[i, k].Conjugate();
+                        }
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Nonsymmetric reduction to Hessenberg form.
+        /// </summary>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="matrixH">Array for internal storage of nonsymmetric Hessenberg form.</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedures orthes and ortran,
+        /// by Martin and Wilkinson, Handbook for Auto. Comp.,
+        /// Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutines in EISPACK.</remarks>
+        private static void NonsymmetricReduceToHessenberg(Complex32[] dataEv, Complex32[,] matrixH, int order)
+        {
+            var ort = new Complex32[order];
+
+            for (var m = 1; m < order - 1; m++)
+            {
+                // Scale column.
+                var scale = 0.0f;
+                for (var i = m; i < order; i++)
+                {
+                    scale += Math.Abs(matrixH[i, m - 1].Real) + Math.Abs(matrixH[i, m - 1].Imaginary);
+                }
+
+                if (scale != 0.0f)
+                {
+                    // Compute Householder transformation.
+                    var h = 0.0f;
+                    for (var i = order - 1; i >= m; i--)
+                    {
+                        ort[i] = matrixH[i, m - 1] / scale;
+                        h += ort[i].MagnitudeSquared;
+                    }
+
+                    var g = (float)Math.Sqrt(h);
+                    if (ort[m].Magnitude != 0)
+                    {
+                        h = h + (ort[m].Magnitude * g);
+                        g /= ort[m].Magnitude;
+                        ort[m] = (1.0f + g) * ort[m];
+                    }
+                    else
+                    {
+                        ort[m] = g;
+                        matrixH[m, m - 1] = scale;
+                    }
+
+                    // Apply Householder similarity transformation
+                    // H = (I-u*u'/h)*H*(I-u*u')/h)
+                    for (var j = m; j < order; j++)
+                    {
+                        var f = Complex32.Zero;
+                        for (var i = order - 1; i >= m; i--)
+                        {
+                            f += ort[i].Conjugate() * matrixH[i, j];
+                        }
+
+                        f = f / h;
+                        for (var i = m; i < order; i++)
+                        {
+                            matrixH[i, j] -= f * ort[i];
+                        }
+                    }
+
+                    for (var i = 0; i < order; i++)
+                    {
+                        var f = Complex32.Zero;
+                        for (var j = order - 1; j >= m; j--)
+                        {
+                            f += ort[j] * matrixH[i, j];
+                        }
+
+                        f = f / h;
+                        for (var j = m; j < order; j++)
+                        {
+                            matrixH[i, j] -= f * ort[j].Conjugate();
+                        }
+                    }
+
+                    ort[m] = scale * ort[m];
+                    matrixH[m, m - 1] *= -g;
+                }
+            }
+
+            // Accumulate transformations (Algol's ortran).
+            for (var i = 0; i < order; i++)
+            {
+                for (var j = 0; j < order; j++)
+                {
+                    dataEv[(j * order) + i] = i == j ? Complex32.One : Complex32.Zero;
+                }
+            }
+
+            for (var m = order - 2; m >= 1; m--)
+            {
+                if (matrixH[m, m - 1] != Complex32.Zero && ort[m] != Complex32.Zero)
+                {
+                    var norm = (matrixH[m, m - 1].Real * ort[m].Real) + (matrixH[m, m - 1].Imaginary * ort[m].Imaginary);
+
+                    for (var i = m + 1; i < order; i++)
+                    {
+                        ort[i] = matrixH[i, m - 1];
+                    }
+
+                    for (var j = m; j < order; j++)
+                    {
+                        var g = Complex32.Zero;
+                        for (var i = m; i < order; i++)
+                        {
+                            g += ort[i].Conjugate() * dataEv[(j * order) + i];
+                        }
+
+                        // Double division avoids possible underflow
+                        g /= norm;
+                        for (var i = m; i < order; i++)
+                        {
+                            dataEv[(j * order) + i] += g * ort[i];
+                        }
+                    }
+                }
+            }
+            
+            // Create real subdiagonal elements.
+            for (var i = 1; i < order; i++)
+            {
+                if (matrixH[i, i - 1].Imaginary != 0.0f)
+                {
+                    var y = matrixH[i, i - 1] / matrixH[i, i - 1].Magnitude;
+                    matrixH[i, i - 1] = matrixH[i, i - 1].Magnitude;
+                    for (var j = i; j < order; j++)
+                    {
+                        matrixH[i, j] *= y.Conjugate();
+                    }
+
+                    for (var j = 0; j <= Math.Min(i + 1, order - 1); j++)
+                    {
+                        matrixH[j, i] *= y;
+                    }
+
+                    for (var j = 0; j < order; j++)
+                    {
+                        dataEv[(i * order) + j] *= y;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Nonsymmetric reduction from Hessenberg to real Schur form.
+        /// </summary>
+        /// <param name="vectorV">Data array of the eigenvectors</param>
+        /// <param name="dataEv">Data array of matrix V (eigenvectors)</param>
+        /// <param name="matrixH">Array for internal storage of nonsymmetric Hessenberg form.</param>
+        /// <param name="order">Order of initial matrix</param>
+        /// <remarks>This is derived from the Algol procedure hqr2,
+        /// by Martin and Wilkinson, Handbook for Auto. Comp.,
+        /// Vol.ii-Linear Algebra, and the corresponding
+        /// Fortran subroutine in EISPACK.</remarks>
+        private static void NonsymmetricReduceHessenberToRealSchur(Complex[] vectorV, Complex32[] dataEv, Complex32[,] matrixH, int order)
+        {
+            // Initialize
+            var n = order - 1;
+            var eps = (float)Precision.SingleMachinePrecision;
+
+            float norm;
+            Complex32 s, x, y, z, exshift = Complex32.Zero;
+
+            // Outer loop over eigenvalue index
+            var iter = 0;
+            while (n >= 0)
+            {
+                // Look for single small sub-diagonal element
+                var l = n;
+                while (l > 0)
+                {
+                    var tst1 = Math.Abs(matrixH[l - 1, l - 1].Real) + Math.Abs(matrixH[l - 1, l - 1].Imaginary) + Math.Abs(matrixH[l, l].Real) + Math.Abs(matrixH[l, l].Imaginary);
+                    if (Math.Abs(matrixH[l, l - 1].Real) < eps * tst1)
+                    {
+                        break;
+                    }
+
+                    l--;
+                }
+
+                // Check for convergence
+                // One root found
+                if (l == n)
+                {
+                    matrixH[n, n] += exshift;
+                    vectorV[n] = matrixH[n, n].ToComplex();
+                    n--;
+                    iter = 0;
+                }
+                else
+                {
+                    // Form shift
+                    if (iter != 10 && iter != 20)
+                    {
+                        s = matrixH[n, n];
+                        x = matrixH[n - 1, n] * matrixH[n, n - 1].Real;
+
+                        if (x.Real != 0.0f || x.Imaginary != 0.0f)
+                        {
+                            y = (matrixH[n - 1, n - 1] - s) / 2.0f;
+                            z = ((y * y) + x).SquareRoot();
+                            if ((y.Real * z.Real) + (y.Imaginary * z.Imaginary) < 0.0f)
+                            {
+                                z *= -1.0f;
+                            }
+
+                            x /= y + z; 
+                            s = s - x;
+                        }
+                    }
+                    else
+                    {
+                        // Form exceptional shift
+                        s = Math.Abs(matrixH[n, n - 1].Real) + Math.Abs(matrixH[n - 1, n - 2].Real);
+                    }
+
+                    for (var i = 0; i <= n; i++)
+                    {
+                        matrixH[i, i] -= s;
+                    }
+
+                    exshift += s;
+                    iter++;
+
+                    // Reduce to triangle (rows)
+                    for (var i = l + 1; i <= n; i++)
+                    {
+                        s = matrixH[i, i - 1].Real;
+                        norm = SpecialFunctions.Hypotenuse(matrixH[i - 1, i - 1].Magnitude, s.Real);
+                        x = matrixH[i - 1, i - 1] / norm;
+                        vectorV[i - 1] = x.ToComplex();
+                        matrixH[i - 1, i - 1] = norm;
+                        matrixH[i, i - 1] = new Complex32(0.0f, s.Real / norm);
+
+                        for (var j = i; j < order; j++)
+                        {
+                            y = matrixH[i - 1, j];
+                            z = matrixH[i, j];
+                            matrixH[i - 1, j] = (x.Conjugate() * y) + (matrixH[i, i - 1].Imaginary * z);
+                            matrixH[i, j] = (x * z) - (matrixH[i, i - 1].Imaginary * y);
+                        }
+                    }
+
+                    s = matrixH[n, n];
+                    if (s.Imaginary != 0.0f)
+                    {
+                        s /= matrixH[n, n].Magnitude;
+                        matrixH[n, n] = matrixH[n, n].Magnitude;
+
+                        for (var j = n + 1; j < order; j++)
+                        {
+                            matrixH[n, j] *= s.Conjugate();
+                        }
+                    }
+
+                    // Inverse operation (columns).
+                    for (var j = l + 1; j <= n; j++)
+                    {
+                        x = (Complex32)vectorV[j - 1];
+                        for (var i = 0; i <= j; i++)
+                        {
+                            z = matrixH[i, j];
+                            if (i != j)
+                            {
+                                y = matrixH[i, j - 1];
+                                matrixH[i, j - 1] = (x * y) + (matrixH[j, j - 1].Imaginary * z);
+                            }
+                            else
+                            {
+                                y = matrixH[i, j - 1].Real;
+                                matrixH[i, j - 1] = new Complex32((x.Real * y.Real) - (x.Imaginary * y.Imaginary) + (matrixH[j, j - 1].Imaginary * z.Real), matrixH[i, j - 1].Imaginary);
+                            }
+
+                            matrixH[i, j] = (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y);
+                        }
+
+                        for (var i = 0; i < order; i++)
+                        {
+                            y = dataEv[((j - 1) * order) + i];
+                            z = dataEv[(j * order) + i];
+                            dataEv[((j - 1) * order) + i] = (x * y) + (matrixH[j, j - 1].Imaginary * z);
+                            dataEv[(j * order) + i] = (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y);
+                        }
+                    }
+
+                    if (s.Imaginary != 0.0f)
+                    {
+                        for (var i = 0; i <= n; i++)
+                        {
+                            matrixH[i, n] *= s;
+                        }
+
+                        for (var i = 0; i < order; i++)
+                        {
+                            dataEv[(n * order) + i] *= s;
+                        }
+                    }
+                }
+            }
+
+            // All roots found.  
+            // Backsubstitute to find vectors of upper triangular form
+            norm = 0.0f;
+            for (var i = 0; i < order; i++)
+            {
+                for (var j = i; j < order; j++)
+                {
+                    norm = Math.Max(norm, Math.Abs(matrixH[i, j].Real) + Math.Abs(matrixH[i, j].Imaginary));
+                }
+            }
+
+            if (order == 1)
+            {
+                return;
+            }
+
+            if (norm == 0.0f)
+            {
+                return;
+            }
+
+            for (n = order - 1; n > 0; n--)
+            {
+                x = (Complex32)vectorV[n];
+                matrixH[n, n] = 1.0f;
+
+                for (var i = n - 1; i >= 0; i--)
+                {
+                    z = 0.0f;
+                    for (var j = i + 1; j <= n; j++)
+                    {
+                        z += matrixH[i, j] * matrixH[j, n];
+                    }
+
+                    y = x - (Complex32)vectorV[i];
+                    if (y.Real == 0.0f && y.Imaginary == 0.0f)
+                    {
+                        y = eps * norm;
+                    }
+
+                    matrixH[i, n] = z / y;
+
+                    // Overflow control
+                    var tr = Math.Abs(matrixH[i, n].Real) + Math.Abs(matrixH[i, n].Imaginary);
+                    if ((eps * tr) * tr > 1)
+                    {
+                        for (var j = i; j <= n; j++)
+                        {
+                            matrixH[j, n] = matrixH[j, n] / tr;
+                        }
+                    }
+                }
+            }
+
+            // Back transformation to get eigenvectors of original matrix
+            for (var j = order - 1; j > 0; j--)
+            {
+                for (var i = 0; i < order; i++)
+                {
+                    z = Complex32.Zero;
+                    for (var k = 0; k <= j; k++)
+                    {
+                        z += dataEv[(k * order) + i] * matrixH[k, j];
+                    }
+
+                    dataEv[(j * order) + i] = z;
+                }
+            }
+        }
+        
+        /// <summary>
+        /// Solves a system of linear equations, <b>AX = B</b>, with A SVD factorized.
+        /// </summary>
+        /// <param name="input">The right hand side <see cref="Matrix{T}"/>, <b>B</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
+        public override void Solve(Matrix<Complex32> input, Matrix<Complex32> result)
+        {
+            // Check for proper arguments.
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // The solution X should have the same number of columns as B
+            if (input.ColumnCount != result.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            // The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
+            if (VectorEv.Count != input.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
+            }
+
+            // The solution X row dimension is equal to the column dimension of A
+            if (VectorEv.Count != result.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            if (IsSymmetric)
+            {
+                var order = VectorEv.Count;
+                var tmp = new Complex32[order];
+
+                for (var k = 0; k < order; k++)
+                {
+                    for (var j = 0; j < order; j++)
+                    {
+                        Complex32 value = 0.0f;
+                        if (j < order)
+                        {
+                            for (var i = 0; i < order; i++)
+                            {
+                                value += ((DenseMatrix)MatrixEv).Data[(j * order) + i].Conjugate() * input.At(i, k);
+                            }
+
+                            value /= (float)VectorEv[j].Real;
+                        }
+
+                        tmp[j] = value;
+                    }
+
+                    for (var j = 0; j < order; j++)
+                    {
+                        Complex32 value = 0.0f;
+                        for (var i = 0; i < order; i++)
+                        {
+                            value += ((DenseMatrix)MatrixEv).Data[(i * order) + j] * tmp[i];
+                        }
+
+                        result[j, k] = value;
+                    }
+                }
+            }
+            else
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric); 
+            }
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>Ax = b</b>, with A EVD factorized.
+        /// </summary>
+        /// <param name="input">The right hand side vector, <b>b</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
+        public override void Solve(Vector<Complex32> input, Vector<Complex32> result)
+        {
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // Ax=b where A is an m x m matrix
+            // Check that b is a column vector with m entries
+            if (VectorEv.Count != input.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+            }
+
+            // Check that x is a column vector with n entries
+            if (VectorEv.Count != result.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            if (IsSymmetric)
+            {
+                // Symmetric case -> x = V * inv(λ) * VH * b;
+                var order = VectorEv.Count;
+                var tmp = new Complex32[order];
+                Complex32 value;
+
+                for (var j = 0; j < order; j++)
+                {
+                    value = 0;
+                    if (j < order)
+                    {
+                        for (var i = 0; i < order; i++)
+                        {
+                            value += ((DenseMatrix)MatrixEv).Data[(j * order) + i].Conjugate() * input[i];
+                        }
+
+                        value /= (float)VectorEv[j].Real;
+                    }
+
+                    tmp[j] = value;
+                }
+
+                for (var j = 0; j < order; j++)
+                {
+                    value = 0;
+                    for (int i = 0; i < order; i++)
+                    {
+                        value += ((DenseMatrix)MatrixEv).Data[(i * order) + j] * tmp[i];
+                    }
+
+                    result[j] = value;
+                }
+            }
+            else
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSymmetric);
+            }
+        }
+
+        /// <summary>
+        /// Multiply two values T*T
+        /// </summary>
+        /// <param name="val1">Left operand value</param>
+        /// <param name="val2">Right operand value</param>
+        /// <returns>Result of multiplication</returns>
+        protected sealed override Complex32 MultiplyT(Complex32 val1, Complex32 val2)
+        {
+            return val1 * val2;
+        }
+    }
+}

src/Numerics/LinearAlgebra/Complex32/Factorization/DenseGramSchmidt.cs

@@ -0,0 +1,239 @@
+// <copyright file="DenseGramSchmidt.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
+{
+    using System;
+    using Generic;
+    using Generic.Factorization;
+    using Numerics;
+    using Properties;
+    using Threading;
+
+    /// <summary>
+    /// <para>A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.</para>
+    /// <para>Any complex square matrix A may be decomposed as A = QR where Q is an unitary mxn matrix and R is an nxn upper triangular matrix.</para>
+    /// </summary>
+    /// <remarks>
+    /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
+    /// </remarks>
+    public class DenseGramSchmidt : GramSchmidt<Complex32>
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DenseGramSchmidt"/> class. This object creates an unitary matrix 
+        /// using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
+        public DenseGramSchmidt(DenseMatrix matrix)
+        {
+            if (matrix == null)
+            {
+                throw new ArgumentNullException("matrix");
+            }
+
+            if (matrix.RowCount < matrix.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            MatrixQ = matrix.Clone();
+            MatrixR = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount);
+            Factorize(((DenseMatrix)MatrixQ).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, ((DenseMatrix)MatrixR).Data);
+        }
+
+        /// <summary>
+        /// Factorize matrix using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="q">Initial matrix. On exit is replaced by <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="rowsQ">Number of rows in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="columnsQ">Number of columns in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="r">On exit is filled by <see cref="Matrix{T}"/> R.</param>
+        private static void Factorize(Complex32[] q, int rowsQ, int columnsQ, Complex32[] r)
+        {
+            for (var k = 0; k < columnsQ; k++)
+            {
+                var norm = 0.0f;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    norm += q[(k * rowsQ) + i].Magnitude * q[(k * rowsQ) + i].Magnitude;
+                }
+
+                norm = (float)Math.Sqrt(norm);
+                if (norm == 0.0f)
+                {
+                    throw new ArgumentException(Resources.ArgumentMatrixNotRankDeficient);
+                }
+
+                r[(k * columnsQ) + k] = norm;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    q[(k * rowsQ) + i] /= norm;
+                }
+
+                for (var j = k + 1; j < columnsQ; j++)
+                {
+                    int k1 = k;
+                    int j1 = j;
+                    var dot = CommonParallel.Aggregate(0, rowsQ, index => q[(k1 * rowsQ) + index].Conjugate() * q[(j1 * rowsQ) + index]);
+                    r[(j * columnsQ) + k] = dot;
+                    for (var i = 0; i < rowsQ; i++)
+                    {
+                        var value = q[(j * rowsQ) + i] - (q[(k * rowsQ) + i] * dot);
+                        q[(j * rowsQ) + i] = value;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side <see cref="Matrix{T}"/>, <b>B</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
+        public override void Solve(Matrix<Complex32> input, Matrix<Complex32> result)
+        {
+            // Check for proper arguments.
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // The solution X should have the same number of columns as B
+            if (input.ColumnCount != result.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            // The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
+            if (MatrixQ.RowCount != input.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
+            }
+
+            // The solution X row dimension is equal to the column dimension of A
+            if (MatrixQ.ColumnCount != result.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            var dinput = input as DenseMatrix;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            var dresult = result as DenseMatrix;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, input.ColumnCount, dresult.Data);
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>Ax = b</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side vector, <b>b</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
+        public override void Solve(Vector<Complex32> input, Vector<Complex32> result)
+        {
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // Ax=b where A is an m x n matrix
+            // Check that b is a column vector with m entries
+            if (MatrixQ.RowCount != input.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+            }
+
+            // Check that x is a column vector with n entries
+            if (MatrixQ.ColumnCount != result.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            var dinput = input as DenseVector;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            var dresult = result as DenseVector;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, 1, dresult.Data);
+        }
+
+        #region Simple arithmetic of type T
+
+        /// <summary>
+        /// Multiply two values T*T
+        /// </summary>
+        /// <param name="val1">Left operand value</param>
+        /// <param name="val2">Right operand value</param>
+        /// <returns>Result of multiplication</returns>
+        protected sealed override Complex32 MultiplyT(Complex32 val1, Complex32 val2)
+        {
+            return val1 * val2;
+        }
+
+        /// <summary>
+        /// Returns the absolute value of a specified number.
+        /// </summary>
+        /// <param name="val1"> A number whose absolute is to be found</param>
+        /// <returns>Absolute value </returns>
+        protected sealed override double AbsoluteT(Complex32 val1)
+        {
+            return val1.Magnitude;
+        }
+
+        #endregion
+    }
+}

src/Numerics/LinearAlgebra/Complex32/Factorization/UserEvd.cs

@@ -91,7 +91,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
 
             if (IsSymmetric)
             {
-                var matrixCopy = matrix.Clone();
+                var matrixCopy = matrix.ToArray();
                 var tau = new Complex32[order];
                 var d = new float[order];
                 var e = new float[order];
@@ -114,7 +114,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
 
             for (var i = 0; i < VectorEv.Count; i++)
             {
-                MatrixD[i, i] = (Complex32)VectorEv[i];
+                MatrixD.At(i, i, (Complex32)VectorEv[i]);
             }
         }
 
@@ -130,14 +130,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
         /// Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for 
         /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding 
         /// Fortran subroutine in EISPACK.</remarks>
-        private static void SymmetricTridiagonalize(Matrix<Complex32> matrixA, float[] d, float[] e, Complex32[] tau, int order)
+        private static void SymmetricTridiagonalize(Complex32[,] matrixA, float[] d, float[] e, Complex32[] tau, int order)
         {
             float hh;
             tau[order - 1] = Complex32.One;
 
-            for (var i = 0; i < matrixA.Diagonal().Count; i++)
+            for (var i = 0; i < order; i++)
             {
-                d[i] = matrixA.Diagonal()[i].Real;
+                d[i] = matrixA[i, i].Real;
             }
 
             // Householder reduction to tridiagonal form.
@@ -335,9 +335,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                             // Accumulate transformation.
                             for (var k = 0; k < order; k++)
                             {
-                                h = MatrixEv[k, i + 1].Real;
-                                MatrixEv[k, i + 1] = (s * MatrixEv[k, i].Real) + (c * h);
-                                MatrixEv[k, i] = (c * MatrixEv[k, i].Real) - (s * h);
+                                h = MatrixEv.At(k, i + 1).Real;
+                                MatrixEv.At(k, i + 1, (s * MatrixEv.At(k, i).Real) + (c * h));
+                                MatrixEv.At(k, i, (c * MatrixEv.At(k, i).Real) - (s * h));
                             }
                         }
 
@@ -379,9 +379,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                     d[i] = p;
                     for (var j = 0; j < order; j++)
                     {
-                        p = MatrixEv[j, i].Real;
-                        MatrixEv[j, i] = MatrixEv[j, k];
-                        MatrixEv[j, k] = p;
+                        p = MatrixEv.At(j, i).Real;
+                        MatrixEv.At(j, i, MatrixEv.At(j, k));
+                        MatrixEv.At(j, k, p);
                     }
                 }
             }
@@ -397,13 +397,13 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
         /// by Smith, Boyle, Dongarra, Garbow, Ikebe, Klema, Moler, and Wilkinson, Handbook for
         /// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
         /// Fortran subroutine in EISPACK.</remarks>
-        private void SymmetricUntridiagonalize(Matrix<Complex32> matrixA, Complex32[] tau, int order)
+        private void SymmetricUntridiagonalize(Complex32[,] matrixA, Complex32[] tau, int order)
         {
             for (var i = 0; i < order; i++)
             {
                 for (var j = 0; j < order; j++)
                 {
-                    MatrixEv[i, j] = MatrixEv[i, j].Real * tau[i].Conjugate();
+                    MatrixEv.At(i, j, MatrixEv.At(i, j).Real * tau[i].Conjugate());
                 }
             }
 
@@ -418,14 +418,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                         var s = Complex32.Zero;
                         for (var k = 0; k < i; k++)
                         {
-                            s += MatrixEv[k, j] * matrixA[i, k];
+                            s += MatrixEv.At(k, j) * matrixA[i, k];
                         }
 
                         s = (s / h) / h;
 
                         for (var k = 0; k < i; k++)
                         {
-                            MatrixEv[k, j] -= s * matrixA[i, k].Conjugate();
+                            MatrixEv.At(k, j, MatrixEv.At(k, j) - s * matrixA[i, k].Conjugate());
                         }
                     }
                 }
@@ -519,7 +519,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
             {
                 for (var j = 0; j < order; j++)
                 {
-                    MatrixEv[i, j] = i == j ? Complex32.One : Complex32.Zero;
+                    MatrixEv.At(i, j, i == j ? Complex32.One : Complex32.Zero);
                 }
             }
 
@@ -539,14 +539,14 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                         var g = Complex32.Zero;
                         for (var i = m; i < order; i++)
                         {
-                            g += ort[i].Conjugate() * MatrixEv[i, j];
+                            g += ort[i].Conjugate() * MatrixEv.At(i, j);
                         }
 
                         // Double division avoids possible underflow
                         g /= norm;
                         for (var i = m; i < order; i++)
                         {
-                            MatrixEv[i, j] += g * ort[i];
+                            MatrixEv.At(i, j, MatrixEv.At(i, j) + g * ort[i]);
                         }
                     }
                 }
@@ -571,7 +571,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
 
                     for (var j = 0; j < order; j++)
                     {
-                        MatrixEv[j, i] *= y;
+                        MatrixEv.At(j, i, MatrixEv.At(j, i) * y);
                     }
                 }
             }
@@ -710,10 +710,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
 
                         for (var i = 0; i < order; i++)
                         {
-                            y = MatrixEv[i, j - 1];
-                            z = MatrixEv[i, j];
-                            MatrixEv[i, j - 1] = (x * y) + (matrixH[j, j - 1].Imaginary * z);
-                            MatrixEv[i, j] = (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y);
+                            y = MatrixEv.At(i, j - 1);
+                            z = MatrixEv.At(i, j);
+                            MatrixEv.At(i, j - 1, (x * y) + (matrixH[j, j - 1].Imaginary * z));
+                            MatrixEv.At(i, j, (x.Conjugate() * z) - (matrixH[j, j - 1].Imaginary * y));
                         }
                     }
 
@@ -726,7 +726,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
 
                         for (var i = 0; i < order; i++)
                         {
-                            MatrixEv[i, n] *= s;
+                            MatrixEv.At(i, n, MatrixEv.At(i, n) * s);
                         }
                     }
                 }
@@ -794,10 +794,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                     z = Complex32.Zero;
                     for (var k = 0; k <= j; k++)
                     {
-                        z += MatrixEv[i, k] * matrixH[k, j];
+                        z += MatrixEv.At(i, k) * matrixH[k, j];
                     }
 
-                    MatrixEv[i, j] = z;
+                    MatrixEv.At(i, j, z);
                 }
             }
         }
@@ -852,7 +852,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                         {
                             for (var i = 0; i < order; i++)
                             {
-                                value += MatrixEv.At(i, j) * input.At(i, k);
+                                value += MatrixEv.At(i, j).Conjugate() * input.At(i, k);
                             }
 
                             value /= (float)VectorEv[j].Real;
@@ -866,7 +866,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                         Complex32 value = 0.0f;
                         for (var i = 0; i < order; i++)
                         {
-                            value += MatrixEv.At(j, i).Conjugate() * tmp[i];
+                            value += MatrixEv.At(j, i) * tmp[i];
                         }
 
                         result[j, k] = value;
@@ -923,7 +923,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                     {
                         for (var i = 0; i < order; i++)
                         {
-                            value += MatrixEv.At(i, j) * input[i];
+                            value += MatrixEv.At(i, j).Conjugate() * input[i];
                         }
 
                         value /= (float)VectorEv[j].Real;
@@ -937,7 +937,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                     value = 0;
                     for (int i = 0; i < order; i++)
                     {
-                        value += MatrixEv.At(j, i).Conjugate() * tmp[i];
+                        value += MatrixEv.At(j, i) * tmp[i];
                     }
 
                     result[j] = value;

src/Numerics/LinearAlgebra/Complex32/Factorization/GramSchmidt.cs → src/Numerics/LinearAlgebra/Complex32/Factorization/UserGramSchmidt.cs

@@ -1,4 +1,4 @@
-// <copyright file="GramSchmidt.cs" company="Math.NET">
+// <copyright file="UserGramSchmidt.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -43,17 +43,17 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
     /// <remarks>
     /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
     /// </remarks>
-    public class GramSchmidt : QR<Complex32>
+    public class UserGramSchmidt : GramSchmidt<Complex32>
     {
         /// <summary>
-        /// Initializes a new instance of the <see cref="GramSchmidt"/> class. This object creates an unitary matrix 
+        /// Initializes a new instance of the <see cref="UserGramSchmidt"/> class. This object creates an unitary matrix 
         /// using the modified Gram-Schmidt method.
         /// </summary>
         /// <param name="matrix">The matrix to factor.</param>
         /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
-        public GramSchmidt(Matrix<Complex32> matrix)
+        public UserGramSchmidt(Matrix<Complex32> matrix)
         {
             if (matrix == null)
             {
@@ -99,45 +99,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Factorization
                 }
             }
         }
-
-        /// <summary>
-        /// Gets a value indicating whether the matrix is full rank or not.
-        /// </summary>
-        /// <value><c>true</c> if the matrix is full rank; otherwise <c>false</c>.</value>
-        public override bool IsFullRank
-        {
-            get
-            {
-                return true;
-            }
-        }
-
-        /// <summary>
-        /// Gets the determinant of the matrix for which the QR matrix was computed.
-        /// </summary>
-        public override double Determinant
-        {
-            get
-            {
-                if (MatrixQ.RowCount != MatrixQ.ColumnCount)
-                {
-                    throw new ArgumentException(Resources.ArgumentMatrixSquare);
-                }
-
-                var det = Complex32.One;
-                for (var i = 0; i < MatrixR.ColumnCount; i++)
-                {
-                    det *= MatrixR.At(i, i);
-                    if (MatrixR.At(i, i).Magnitude.AlmostEqualInDecimalPlaces(0.0f, 7))
-                    {
-                        return 0;
-                    }
-                }
-
-                return det.Magnitude;
-            }
-        }
-
+        
         /// <summary>
         /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
         /// </summary>

src/Numerics/LinearAlgebra/Complex32/Solvers/Iterative/MlkBiCgStab.cs

@@ -35,8 +35,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Iterative
     using System.Diagnostics;
     using System.Linq;
     using Distributions;
-    using Factorization;
     using Generic;
+    using Generic.Factorization;
     using Generic.Solvers;
     using Generic.Solvers.Preconditioners;
     using Generic.Solvers.Status;
@@ -642,7 +642,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Iterative
             }
 
             // Compute the orthogonalization.
-            var gs = new GramSchmidt(matrix);
+            var gs = matrix.GramSchmidt();
             var orthogonalMatrix = gs.Q;
 
             // Now transfer this to vectors

src/Numerics/LinearAlgebra/Complex32/SparseVector.cs

@@ -28,6 +28,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
 {
     using System;
     using System.Collections.Generic;
+    using System.Linq;
     using Distributions;
     using Generic;
     using NumberTheory;
@@ -1238,6 +1239,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
                 return 0.0;
             }
 
+            if (2.0 == p)
+            {
+                return _nonZeroValues.Aggregate(Complex32.Zero, SpecialFunctions.Hypotenuse).Magnitude;
+            }
+
             if (Double.IsPositiveInfinity(p))
             {
                 return CommonParallel.Select(0, NonZerosCount, (index, localData) => Math.Max(localData, _nonZeroValues[index].Magnitude), Math.Max);

src/Numerics/LinearAlgebra/Double/Factorization/DenseGramSchmidt.cs

@@ -0,0 +1,237 @@
+// <copyright file="DenseGramSchmidt.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
+{
+    using System;
+    using Generic;
+    using Generic.Factorization;
+    using Properties;
+    using Threading;
+
+    /// <summary>
+    /// <para>A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.</para>
+    /// <para>Any real square matrix A may be decomposed as A = QR where Q is an orthogonal mxn matrix and R is an nxn upper triangular matrix.</para>
+    /// </summary>
+    /// <remarks>
+    /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
+    /// </remarks>
+    public class DenseGramSchmidt : GramSchmidt<double>
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DenseGramSchmidt"/> class. This object creates an orthogonal matrix 
+        /// using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
+        public DenseGramSchmidt(DenseMatrix matrix)
+        {
+            if (matrix == null)
+            {
+                throw new ArgumentNullException("matrix");
+            }
+
+            if (matrix.RowCount < matrix.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            MatrixQ = matrix.Clone();
+            MatrixR = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount);
+            Factorize(((DenseMatrix)MatrixQ).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, ((DenseMatrix)MatrixR).Data);
+        }
+
+        /// <summary>
+        /// Factorize matrix using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="q">Initial matrix. On exit is replaced by <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="rowsQ">Number of rows in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="columnsQ">Number of columns in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="r">On exit is filled by <see cref="Matrix{T}"/> R.</param>
+        private static void Factorize(double[] q, int rowsQ, int columnsQ, double[] r)
+        {
+            for (var k = 0; k < columnsQ; k++)
+            {
+                var norm = 0.0;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    norm += q[(k * rowsQ) + i] * q[(k * rowsQ) + i];
+                }
+
+                norm = Math.Sqrt(norm);
+                if (norm == 0.0)
+                {
+                    throw new ArgumentException(Resources.ArgumentMatrixNotRankDeficient);
+                }
+
+                r[(k * columnsQ) + k] = norm;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    q[(k * rowsQ) + i] /= norm;
+                }
+
+                for (var j = k + 1; j < columnsQ; j++)
+                {
+                    int k1 = k;
+                    int j1 = j;
+                    var dot = CommonParallel.Aggregate(0, rowsQ, index => q[(k1 * rowsQ) + index] * q[(j1 * rowsQ) + index]);
+                    r[(j * columnsQ) + k] = dot;
+                    for (var i = 0; i < rowsQ; i++)
+                    {
+                        var value = q[(j * rowsQ) + i] - (q[(k * rowsQ) + i] * dot);
+                        q[(j * rowsQ) + i] = value;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side <see cref="Matrix{T}"/>, <b>B</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
+        public override void Solve(Matrix<double> input, Matrix<double> result)
+        {
+            // Check for proper arguments.
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // The solution X should have the same number of columns as B
+            if (input.ColumnCount != result.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            // The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
+            if (MatrixQ.RowCount != input.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
+            }
+
+            // The solution X row dimension is equal to the column dimension of A
+            if (MatrixQ.ColumnCount != result.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            var dinput = input as DenseMatrix;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            var dresult = result as DenseMatrix;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, input.ColumnCount, dresult.Data);
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>Ax = b</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side vector, <b>b</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
+        public override void Solve(Vector<double> input, Vector<double> result)
+        {
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // Ax=b where A is an m x n matrix
+            // Check that b is a column vector with m entries
+            if (MatrixQ.RowCount != input.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+            }
+
+            // Check that x is a column vector with n entries
+            if (MatrixQ.ColumnCount != result.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            var dinput = input as DenseVector;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            var dresult = result as DenseVector;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, 1, dresult.Data);
+        }
+
+        #region Simple arithmetic of type T
+
+        /// <summary>
+        /// Multiply two values T*T
+        /// </summary>
+        /// <param name="val1">Left operand value</param>
+        /// <param name="val2">Right operand value</param>
+        /// <returns>Result of multiplication</returns>
+        protected sealed override double MultiplyT(double val1, double val2)
+        {
+            return val1 * val2;
+        }
+
+        /// <summary>
+        /// Returns the absolute value of a specified number.
+        /// </summary>
+        /// <param name="val1"> A number whose absolute is to be found</param>
+        /// <returns>Absolute value </returns>
+        protected sealed override double AbsoluteT(double val1)
+        {
+            return Math.Abs(val1);
+        }
+        #endregion
+    }
+}

src/Numerics/LinearAlgebra/Double/Factorization/UserEvd.cs

@@ -113,11 +113,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
 
                 if (e[i] > 0)
                 {
-                    MatrixD[i, i + 1] = e[i];
+                    MatrixD.At(i, i + 1, e[i]);
                 }
                 else if (e[i] < 0)
                 {
-                    MatrixD[i, i - 1] = e[i];
+                    MatrixD.At(i, i - 1, e[i]);
                 }
             }
 
@@ -156,9 +156,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                     e[i] = d[i - 1];
                     for (var j = 0; j < i; j++)
                     {
-                        d[j] = MatrixEv[i - 1, j];
-                        MatrixEv[i, j] = 0.0;
-                        MatrixEv[j, i] = 0.0;
+                        d[j] = MatrixEv.At(i - 1, j);
+                        MatrixEv.At(i, j, 0.0);
+                        MatrixEv.At(j, i, 0.0);
                     }
                 }
                 else
@@ -190,13 +190,13 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                     for (var j = 0; j < i; j++)
                     {
                         f = d[j];
-                        MatrixEv[j, i] = f;
-                        g = e[j] + (MatrixEv[j, j] * f);
+                        MatrixEv.At(j, i, f);
+                        g = e[j] + (MatrixEv.At(j, j) * f);
 
                         for (var k = j + 1; k <= i - 1; k++)
                         {
-                            g += MatrixEv[k, j] * d[k];
-                            e[k] += MatrixEv[k, j] * f;
+                            g += MatrixEv.At(k, j) * d[k];
+                            e[k] += MatrixEv.At(k, j) * f;
                         }
 
                         e[j] = g;
@@ -224,11 +224,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
 
                         for (var k = j; k <= i - 1; k++)
                         {
-                            MatrixEv[k, j] -= (f * e[k]) + (g * d[k]);
+                            MatrixEv.At(k, j, MatrixEv.At(k, j) - (f * e[k]) - (g * d[k]));
                         }
 
-                        d[j] = MatrixEv[i - 1, j];
-                        MatrixEv[i, j] = 0.0;
+                        d[j] = MatrixEv.At(i - 1, j);
+                        MatrixEv.At(i, j, 0.0);
                     }
                 }
 
@@ -238,14 +238,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
             // Accumulate transformations.
             for (var i = 0; i < order - 1; i++)
             {
-                MatrixEv[order - 1, i] = MatrixEv[i, i];
-                MatrixEv[i, i] = 1.0;
+                MatrixEv.At(order - 1, i, MatrixEv.At(i, i));
+                MatrixEv.At(i, i, 1.0);
                 var h = d[i + 1];
                 if (h != 0.0)
                 {
                     for (var k = 0; k <= i; k++)
                     {
-                        d[k] = MatrixEv[k, i + 1] / h;
+                        d[k] = MatrixEv.At(k, i + 1) / h;
                     }
 
                     for (var j = 0; j <= i; j++)
@@ -253,29 +253,29 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                         var g = 0.0;
                         for (var k = 0; k <= i; k++)
                         {
-                            g += MatrixEv[k, i + 1] * MatrixEv[k, j];
+                            g += MatrixEv.At(k, i + 1) * MatrixEv.At(k, j);
                         }
 
                         for (var k = 0; k <= i; k++)
                         {
-                            MatrixEv[k, j] -= g * d[k];
+                            MatrixEv.At(k, j, MatrixEv.At(k, j) - g * d[k]);
                         }
                     }
                 }
 
                 for (var k = 0; k <= i; k++)
                 {
-                    MatrixEv[k, i + 1] = 0.0;
+                    MatrixEv.At(k, i + 1, 0.0);
                 }
             }
 
             for (var j = 0; j < order; j++)
             {
-                d[j] = MatrixEv[order - 1, j];
-                MatrixEv[order - 1, j] = 0.0;
+                d[j] = MatrixEv.At(order - 1, j);
+                MatrixEv.At(order - 1, j, 0.0);
             }
 
-            MatrixEv[order - 1, order - 1] = 1.0;
+            MatrixEv.At(order - 1, order - 1, 1.0);
             e[0] = 0.0;
         }
 
@@ -373,9 +373,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                             // Accumulate transformation.
                             for (var k = 0; k < order; k++)
                             {
-                                h = MatrixEv[k, i + 1];
-                                MatrixEv[k, i + 1] = (s * MatrixEv[k, i]) + (c * h);
-                                MatrixEv[k, i] = (c * MatrixEv[k, i]) - (s * h);
+                                h = MatrixEv.At(k, i + 1);
+                                MatrixEv.At(k, i + 1, (s * MatrixEv.At(k, i)) + (c * h));
+                                MatrixEv.At(k, i, (c * MatrixEv.At(k, i)) - (s * h));
                             }
                         }
 
@@ -417,9 +417,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                     d[i] = p;
                     for (var j = 0; j < order; j++)
                     {
-                        p = MatrixEv[j, i];
-                        MatrixEv[j, i] = MatrixEv[j, k];
-                        MatrixEv[j, k] = p;
+                        p = MatrixEv.At(j, i);
+                        MatrixEv.At(j, i, MatrixEv.At(j, k));
+                        MatrixEv.At(j, k, p);
                     }
                 }
             }
@@ -508,7 +508,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
             {
                 for (var j = 0; j < order; j++)
                 {
-                    MatrixEv[i, j] = i == j ? 1.0 : 0.0;
+                    MatrixEv.At(i, j, i == j ? 1.0 : 0.0);
                 }
             }
 
@@ -526,14 +526,14 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                         var g = 0.0;
                         for (var i = m; i < order; i++)
                         {
-                            g += ort[i] * MatrixEv[i, j];
+                            g += ort[i] * MatrixEv.At(i, j);
                         }
 
                         // Double division avoids possible underflow
                         g = (g / ort[m]) / matrixH[m, m - 1];
                         for (var i = m; i < order; i++)
                         {
-                            MatrixEv[i, j] += g * ort[i];
+                            MatrixEv.At(i, j, MatrixEv.At(i, j) + g * ort[i]);
                         }
                     }
                 }
@@ -663,9 +663,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                         // Accumulate transformations
                         for (var i = 0; i < order; i++)
                         {
-                            z = MatrixEv[i, n - 1];
-                            MatrixEv[i, n - 1] = (q * z) + (p * MatrixEv[i, n]);
-                            MatrixEv[i, n] = (q * MatrixEv[i, n]) - (p * z);
+                            z = MatrixEv.At(i, n - 1);
+                            MatrixEv.At(i, n - 1, (q * z) + (p * MatrixEv.At(i, n)));
+                            MatrixEv.At(i, n, (q * MatrixEv.At(i, n)) - (p * z));
                         }
 
                         // Complex pair
@@ -853,16 +853,16 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                             // Accumulate transformations
                             for (var i = 0; i < order; i++)
                             {
-                                p = (x * MatrixEv[i, k]) + (y * MatrixEv[i, k + 1]);
+                                p = (x * MatrixEv.At(i, k)) + (y * MatrixEv.At(i, k + 1));
 
                                 if (notlast)
                                 {
-                                    p = p + (z * MatrixEv[i, k + 2]);
-                                    MatrixEv[i, k + 2] = MatrixEv[i, k + 2] - (p * r);
+                                    p = p + (z * MatrixEv.At(i, k + 2));
+                                    MatrixEv.At(i, k + 2, MatrixEv.At(i, k + 2) - (p * r));
                                 }
 
-                                MatrixEv[i, k] = MatrixEv[i, k] - p;
-                                MatrixEv[i, k + 1] = MatrixEv[i, k + 1] - (p * q);
+                                MatrixEv.At(i, k, MatrixEv.At(i, k) - p);
+                                MatrixEv.At(i, k + 1, MatrixEv.At(i, k + 1) - (p * q));
                             }
                         } // (s != 0)
                     } // k loop
@@ -1046,10 +1046,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
                     z = 0.0;
                     for (var k = 0; k <= j; k++)
                     {
-                        z = z + (MatrixEv[i, k] * matrixH[k, j]);
+                        z = z + (MatrixEv.At(i, k) * matrixH[k, j]);
                     }
 
-                    MatrixEv[i, j] = z;
+                    MatrixEv.At(i, j, z);
                 }
             }
         }

src/Numerics/LinearAlgebra/Double/Factorization/GramSchmidt.cs → src/Numerics/LinearAlgebra/Double/Factorization/UserGramSchmidt.cs

@@ -1,4 +1,4 @@
-// <copyright file="GramSchmidt.cs" company="Math.NET">
+// <copyright file="UserGramSchmidt.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -42,17 +42,17 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
     /// <remarks>
     /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
     /// </remarks>
-    public class GramSchmidt : QR<double>
+    public class UserGramSchmidt : GramSchmidt<double>
     {
         /// <summary>
-        /// Initializes a new instance of the <see cref="GramSchmidt"/> class. This object creates an orthogonal matrix 
+        /// Initializes a new instance of the <see cref="UserGramSchmidt"/> class. This object creates an orthogonal matrix 
         /// using the modified Gram-Schmidt method.
         /// </summary>
         /// <param name="matrix">The matrix to factor.</param>
         /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
-        public GramSchmidt(Matrix<double> matrix)
+        public UserGramSchmidt(Matrix<double> matrix)
         {
             if (matrix == null)
             {
@@ -94,44 +94,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Factorization
             }
         }
 
-        /// <summary>
-        /// Gets a value indicating whether the matrix is full rank or not.
-        /// </summary>
-        /// <value><c>true</c> if the matrix is full rank; otherwise <c>false</c>.</value>
-        public override bool IsFullRank
-        {
-            get
-            {
-                return true;
-            }
-        }
-
-        /// <summary>
-        /// Gets the determinant of the matrix for which the QR matrix was computed.
-        /// </summary>
-        public override double Determinant
-        {
-            get
-            {
-                if (MatrixQ.RowCount != MatrixQ.ColumnCount)
-                {
-                    throw new ArgumentException(Resources.ArgumentMatrixSquare);
-                }
-
-                var det = 1.0;
-                for (var i = 0; i < MatrixR.ColumnCount; i++)
-                {
-                    det *= MatrixR.At(i, i);
-                    if (Math.Abs(MatrixR.At(i, i)).AlmostEqualInDecimalPlaces(0.0, 15))
-                    {
-                        return 0;
-                    }
-                }
-
-                return Math.Abs(det);
-            }
-        }
-
         /// <summary>
         /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
         /// </summary>

src/Numerics/LinearAlgebra/Double/Solvers/Iterative/MlkBiCgStab.cs

@@ -35,8 +35,8 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative
     using System.Diagnostics;
     using System.Linq;
     using Distributions;
-    using Factorization;
     using Generic;
+    using Generic.Factorization;
     using Generic.Solvers;
     using Generic.Solvers.Preconditioners;
     using Generic.Solvers.Status;
@@ -635,7 +635,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative
             }
 
             // Compute the orthogonalization.
-            var gs = new GramSchmidt(matrix);
+            var gs = matrix.GramSchmidt();
             var orthogonalMatrix = gs.Q;
 
             // Now transfer this to vectors

src/Numerics/LinearAlgebra/Double/SparseVector.cs

@@ -29,6 +29,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double
     using System;
     using System.Collections.Generic;
     using System.Globalization;
+    using System.Linq;
     using Distributions;
     using Generic;
     using NumberTheory;
@@ -1237,6 +1238,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double
                 return 0.0;
             }
 
+            if (2.0 == p)
+            {
+                return _nonZeroValues.Aggregate(0.0, SpecialFunctions.Hypotenuse);
+            }
+
             if (Double.IsPositiveInfinity(p))
             {
                 return CommonParallel.Select(0, NonZerosCount, (index, localData) => Math.Max(localData, Math.Abs(_nonZeroValues[index])), Math.Max);

src/Numerics/LinearAlgebra/Generic/Factorization/Evd.cs

@@ -99,21 +99,45 @@ namespace MathNet.Numerics.LinearAlgebra.Generic.Factorization
         {
             if (typeof(T) == typeof(double))
             {
+                var dense = matrix as LinearAlgebra.Double.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Double.Factorization.DenseEvd(dense) as Evd<T>;
+                }
+
                 return new LinearAlgebra.Double.Factorization.UserEvd(matrix as Matrix<double>) as Evd<T>;
             }
 
             if (typeof(T) == typeof(float))
             {
+                var dense = matrix as LinearAlgebra.Single.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Single.Factorization.DenseEvd(dense) as Evd<T>;
+                }
+
                 return new LinearAlgebra.Single.Factorization.UserEvd(matrix as Matrix<float>) as Evd<T>;
             }
 
             if (typeof(T) == typeof(Complex))
             {
+                var dense = matrix as LinearAlgebra.Complex.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Complex.Factorization.DenseEvd(dense) as Evd<T>;
+                }
+
                 return new LinearAlgebra.Complex.Factorization.UserEvd(matrix as Matrix<Complex>) as Evd<T>;
             }
 
             if (typeof(T) == typeof(Complex32))
             {
+                var dense = matrix as LinearAlgebra.Complex32.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Complex32.Factorization.DenseEvd(dense) as Evd<T>;
+                }
+
                 return new LinearAlgebra.Complex32.Factorization.UserEvd(matrix as Matrix<Complex32>) as Evd<T>;
             }
 

src/Numerics/LinearAlgebra/Generic/Factorization/ExtensionMethods.cs

@@ -79,29 +79,9 @@ namespace MathNet.Numerics.LinearAlgebra.Generic.Factorization
         /// <param name="matrix">The matrix to factor.</param>
         /// <returns>The QR decomposition object.</returns>
         /// <typeparam name="T">Supported data types are double, single, <see cref="Complex"/>, and <see cref="Complex32"/>.</typeparam>
-        public static QR<T> GramSchmidt<T>(this Matrix<T> matrix) where T : struct, IEquatable<T>, IFormattable
+        public static GramSchmidt<T> GramSchmidt<T>(this Matrix<T> matrix) where T : struct, IEquatable<T>, IFormattable
         {
-            if (typeof(T) == typeof(double))
-            {
-                return new LinearAlgebra.Double.Factorization.GramSchmidt(matrix as Matrix<double>) as QR<T>;
-            }
-
-            if (typeof(T) == typeof(float))
-            {
-                return new LinearAlgebra.Single.Factorization.GramSchmidt(matrix as Matrix<float>) as QR<T>;
-            }
-
-            if (typeof(T) == typeof(Complex))
-            {
-                return new LinearAlgebra.Complex.Factorization.GramSchmidt(matrix as Matrix<Complex>) as QR<T>;
-            }
-
-            if (typeof(T) == typeof(Complex32))
-            {
-                return new LinearAlgebra.Complex32.Factorization.GramSchmidt(matrix as Matrix<Complex32>) as QR<T>;
-            }
-
-            throw new NotImplementedException();
+            return Factorization.GramSchmidt<T>.Create(matrix);
         }
 
         /// <summary>

src/Numerics/LinearAlgebra/Generic/Factorization/GramSchmidt.cs

@@ -0,0 +1,138 @@
+// <copyright file="GramSchmidt.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+// Copyright (c) 2009-2010 Math.NET
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.LinearAlgebra.Generic.Factorization
+{
+    using System;
+    using System.Numerics;
+    using Generic;
+    using Numerics;
+    using Properties;
+
+    /// <summary>
+    /// <para>A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.</para>
+    /// <para>Any real square matrix A may be decomposed as A = QR where Q is an orthogonal mxn matrix and R is an nxn upper triangular matrix.</para>
+    /// </summary>
+    /// <remarks>
+    /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
+    /// </remarks>
+    /// <typeparam name="T">Supported data types are double, single, <see cref="Complex"/>, and <see cref="Complex32"/>.</typeparam>
+    public abstract class GramSchmidt<T> : QR<T>
+    where T : struct, IEquatable<T>, IFormattable
+    {
+        /// <summary>
+        /// Internal method which routes the call to perform the QR factorization to the appropriate class.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <returns>A QR factorization object.</returns>
+        new internal static GramSchmidt<T> Create(Matrix<T> matrix)
+        {
+            if (typeof(T) == typeof(double))
+            {
+                var dense = matrix as LinearAlgebra.Double.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Double.Factorization.DenseGramSchmidt(dense) as GramSchmidt<T>;
+                }
+
+                return new LinearAlgebra.Double.Factorization.UserGramSchmidt(matrix as Matrix<double>) as GramSchmidt<T>;
+            }
+
+            if (typeof(T) == typeof(float))
+            {
+                var dense = matrix as LinearAlgebra.Single.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Single.Factorization.DenseGramSchmidt(dense) as GramSchmidt<T>;
+                }
+
+                return new LinearAlgebra.Single.Factorization.UserGramSchmidt(matrix as Matrix<float>) as GramSchmidt<T>;
+            }
+
+            if (typeof(T) == typeof(Complex))
+            {
+                var dense = matrix as LinearAlgebra.Complex.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Complex.Factorization.DenseGramSchmidt(dense) as GramSchmidt<T>;
+                }
+
+                return new LinearAlgebra.Complex.Factorization.UserGramSchmidt(matrix as Matrix<Complex>) as GramSchmidt<T>;
+            }
+
+            if (typeof(T) == typeof(Complex32))
+            {
+                var dense = matrix as LinearAlgebra.Complex32.DenseMatrix;
+                if (dense != null)
+                {
+                    return new LinearAlgebra.Complex32.Factorization.DenseGramSchmidt(dense) as GramSchmidt<T>;
+                }
+
+                return new LinearAlgebra.Complex32.Factorization.UserGramSchmidt(matrix as Matrix<Complex32>) as GramSchmidt<T>;
+            }
+
+            throw new NotImplementedException();
+        }
+
+        /// <summary>
+        /// Gets a value indicating whether the matrix is full rank or not.
+        /// </summary>
+        /// <value><c>true</c> if the matrix is full rank; otherwise <c>false</c>.</value>
+        public sealed override bool IsFullRank
+        {
+            get
+            {
+                return true;
+            }
+        }
+
+        /// <summary>
+        /// Gets the absolute determinant value of the matrix for which the QR matrix was computed.
+        /// </summary>
+        public override double Determinant
+        {
+            get
+            {
+                if (MatrixQ.RowCount != MatrixQ.ColumnCount)
+                {
+                    throw new ArgumentException(Resources.ArgumentMatrixSquare);
+                }
+
+                var det = OneValueT;
+                for (var i = 0; i < MatrixR.ColumnCount; i++)
+                {
+                    det = MultiplyT(det, MatrixR.At(i, i));
+                    if (AbsoluteT(MatrixR.At(i, i)).AlmostEqualInDecimalPlaces(0.0, (typeof(T) == typeof(float) || typeof(T) == typeof(Complex32)) ? 7 : 15))
+                    {
+                        return 0;
+                    }
+                }
+
+                return AbsoluteT(det);
+            }
+        }
+    }
+}

src/Numerics/LinearAlgebra/Generic/Factorization/QR.cs

@@ -255,7 +255,7 @@ namespace MathNet.Numerics.LinearAlgebra.Generic.Factorization
         /// Gets value of type T equal to one
         /// </summary>
         /// <returns>One value</returns>
-        private static T OneValueT
+        protected static T OneValueT
         {
             get
             {

src/Numerics/LinearAlgebra/Single/Factorization/DenseGramSchmidt.cs

@@ -0,0 +1,238 @@
+// <copyright file="DenseGramSchmidt.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
+{
+    using System;
+    using Generic;
+    using Generic.Factorization;
+    using Properties;
+    using Threading;
+
+    /// <summary>
+    /// <para>A class which encapsulates the functionality of the QR decomposition Modified Gram-Schmidt Orthogonalization.</para>
+    /// <para>Any real square matrix A may be decomposed as A = QR where Q is an orthogonal mxn matrix and R is an nxn upper triangular matrix.</para>
+    /// </summary>
+    /// <remarks>
+    /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
+    /// </remarks>
+    public class DenseGramSchmidt : GramSchmidt<float>
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DenseGramSchmidt"/> class. This object creates an orthogonal matrix 
+        /// using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="matrix">The matrix to factor.</param>
+        /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
+        /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
+        public DenseGramSchmidt(DenseMatrix matrix)
+        {
+            if (matrix == null)
+            {
+                throw new ArgumentNullException("matrix");
+            }
+
+            if (matrix.RowCount < matrix.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            MatrixQ = matrix.Clone();
+            MatrixR = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount);
+            Factorize(((DenseMatrix)MatrixQ).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, ((DenseMatrix)MatrixR).Data);
+        }
+
+        /// <summary>
+        /// Factorize matrix using the modified Gram-Schmidt method.
+        /// </summary>
+        /// <param name="q">Initial matrix. On exit is replaced by <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="rowsQ">Number of rows in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="columnsQ">Number of columns in <see cref="Matrix{T}"/> Q.</param>
+        /// <param name="r">On exit is filled by <see cref="Matrix{T}"/> R.</param>
+        private static void Factorize(float[] q, int rowsQ, int columnsQ, float[] r)
+        {
+            for (var k = 0; k < columnsQ; k++)
+            {
+                var norm = 0.0f;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    norm += q[(k * rowsQ) + i] * q[(k * rowsQ) + i];
+                }
+
+                norm = (float)Math.Sqrt(norm);
+                if (norm == 0.0)
+                {
+                    throw new ArgumentException(Resources.ArgumentMatrixNotRankDeficient);
+                }
+
+                r[(k * columnsQ) + k] = norm;
+                for (var i = 0; i < rowsQ; i++)
+                {
+                    q[(k * rowsQ) + i] /= norm;
+                }
+
+                for (var j = k + 1; j < columnsQ; j++)
+                {
+                    int k1 = k;
+                    int j1 = j;
+                    var dot = CommonParallel.Aggregate(0, rowsQ, index => q[(k1 * rowsQ) + index] * q[(j1 * rowsQ) + index]);
+                    r[(j * columnsQ) + k] = dot;
+                    for (var i = 0; i < rowsQ; i++)
+                    {
+                        var value = q[(j * rowsQ) + i] - (q[(k * rowsQ) + i] * dot);
+                        q[(j * rowsQ) + i] = value;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side <see cref="Matrix{T}"/>, <b>B</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>X</b>.</param>
+        public override void Solve(Matrix<float> input, Matrix<float> result)
+        {
+            // Check for proper arguments.
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // The solution X should have the same number of columns as B
+            if (input.ColumnCount != result.ColumnCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            // The dimension compatibility conditions for X = A\B require the two matrices A and B to have the same number of rows
+            if (MatrixQ.RowCount != input.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
+            }
+
+            // The solution X row dimension is equal to the column dimension of A
+            if (MatrixQ.ColumnCount != result.RowCount)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
+            }
+
+            var dinput = input as DenseMatrix;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            var dresult = result as DenseMatrix;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense matrices at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, input.ColumnCount, dresult.Data);
+        }
+
+        /// <summary>
+        /// Solves a system of linear equations, <b>Ax = b</b>, with A QR factorized.
+        /// </summary>
+        /// <param name="input">The right hand side vector, <b>b</b>.</param>
+        /// <param name="result">The left hand side <see cref="Matrix{T}"/>, <b>x</b>.</param>
+        public override void Solve(Vector<float> input, Vector<float> result)
+        {
+            if (input == null)
+            {
+                throw new ArgumentNullException("input");
+            }
+
+            if (result == null)
+            {
+                throw new ArgumentNullException("result");
+            }
+
+            // Ax=b where A is an m x n matrix
+            // Check that b is a column vector with m entries
+            if (MatrixQ.RowCount != input.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+            }
+
+            // Check that x is a column vector with n entries
+            if (MatrixQ.ColumnCount != result.Count)
+            {
+                throw new ArgumentException(Resources.ArgumentMatrixDimensions);
+            }
+
+            var dinput = input as DenseVector;
+            if (dinput == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            var dresult = result as DenseVector;
+            if (dresult == null)
+            {
+                throw new NotImplementedException("Can only do GramSchmidt factorization for dense vectors at the moment.");
+            }
+
+            Control.LinearAlgebraProvider.QRSolveFactored(((DenseMatrix)MatrixQ).Data, ((DenseMatrix)MatrixR).Data, MatrixQ.RowCount, MatrixQ.ColumnCount, dinput.Data, 1, dresult.Data);
+        }
+
+        #region Simple arithmetic of type T
+
+        /// <summary>
+        /// Multiply two values T*T
+        /// </summary>
+        /// <param name="val1">Left operand value</param>
+        /// <param name="val2">Right operand value</param>
+        /// <returns>Result of multiplication</returns>
+        protected sealed override float MultiplyT(float val1, float val2)
+        {
+            return val1 * val2;
+        }
+
+        /// <summary>
+        /// Returns the absolute value of a specified number.
+        /// </summary>
+        /// <param name="val1"> A number whose absolute is to be found</param>
+        /// <returns>Absolute value </returns>
+        protected sealed override double AbsoluteT(float val1)
+        {
+            return Math.Abs(val1);
+        }
+
+        #endregion
+    }
+}

src/Numerics/LinearAlgebra/Single/Factorization/UserEvd.cs

@@ -110,15 +110,15 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
 
             for (var i = 0; i < order; i++)
             {
-                MatrixD[i, i] = d[i];
+                MatrixD.At(i, i, d[i]);
 
                 if (e[i] > 0)
                 {
-                    MatrixD[i, i + 1] = e[i];
+                    MatrixD.At(i, i + 1, e[i]);
                 }
                 else if (e[i] < 0)
                 {
-                    MatrixD[i, i - 1] = e[i];
+                    MatrixD.At(i, i - 1, e[i]);
                 }
             }
 
@@ -157,9 +157,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                     e[i] = d[i - 1];
                     for (var j = 0; j < i; j++)
                     {
-                        d[j] = MatrixEv[i - 1, j];
-                        MatrixEv[i, j] = 0.0f;
-                        MatrixEv[j, i] = 0.0f;
+                        d[j] = MatrixEv.At(i - 1, j);
+                        MatrixEv.At(i, j, 0.0f);
+                        MatrixEv.At(j, i, 0.0f);
                     }
                 }
                 else
@@ -191,13 +191,13 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                     for (var j = 0; j < i; j++)
                     {
                         f = d[j];
-                        MatrixEv[j, i] = f;
-                        g = e[j] + (MatrixEv[j, j] * f);
+                        MatrixEv.At(j, i, f);
+                        g = e[j] + (MatrixEv.At(j, j) * f);
 
                         for (var k = j + 1; k <= i - 1; k++)
                         {
-                            g += MatrixEv[k, j] * d[k];
-                            e[k] += MatrixEv[k, j] * f;
+                            g += MatrixEv.At(k, j) * d[k];
+                            e[k] += MatrixEv.At(k, j) * f;
                         }
 
                         e[j] = g;
@@ -225,11 +225,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
 
                         for (var k = j; k <= i - 1; k++)
                         {
-                            MatrixEv[k, j] -= (f * e[k]) + (g * d[k]);
+                            MatrixEv.At(k, j, MatrixEv.At(k, j) - (f * e[k]) - (g * d[k]));
                         }
 
-                        d[j] = MatrixEv[i - 1, j];
-                        MatrixEv[i, j] = 0.0f;
+                        d[j] = MatrixEv.At(i - 1, j);
+                        MatrixEv.At(i, j, 0.0f);
                     }
                 }
 
@@ -239,14 +239,14 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
             // Accumulate transformations.
             for (var i = 0; i < order - 1; i++)
             {
-                MatrixEv[order - 1, i] = MatrixEv[i, i];
-                MatrixEv[i, i] = 1.0f;
+                MatrixEv.At(order - 1, i, MatrixEv.At(i, i));
+                MatrixEv.At(i, i, 1.0f);
                 var h = d[i + 1];
                 if (h != 0.0f)
                 {
                     for (var k = 0; k <= i; k++)
                     {
-                        d[k] = MatrixEv[k, i + 1] / h;
+                        d[k] = MatrixEv.At(k, i + 1) / h;
                     }
 
                     for (var j = 0; j <= i; j++)
@@ -254,29 +254,29 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                         var g = 0.0f;
                         for (var k = 0; k <= i; k++)
                         {
-                            g += MatrixEv[k, i + 1] * MatrixEv[k, j];
+                            g += MatrixEv.At(k, i + 1) * MatrixEv.At(k, j);
                         }
 
                         for (var k = 0; k <= i; k++)
                         {
-                            MatrixEv[k, j] -= g * d[k];
+                            MatrixEv.At(k, j, MatrixEv.At(k, j) - g * d[k]);
                         }
                     }
                 }
 
                 for (var k = 0; k <= i; k++)
                 {
-                    MatrixEv[k, i + 1] = 0.0f;
+                    MatrixEv.At(k, i + 1, 0.0f);
                 }
             }
 
             for (var j = 0; j < order; j++)
             {
-                d[j] = MatrixEv[order - 1, j];
-                MatrixEv[order - 1, j] = 0.0f;
+                d[j] = MatrixEv.At(order - 1, j);
+                MatrixEv.At(order - 1, j, 0.0f);
             }
 
-            MatrixEv[order - 1, order - 1] = 1.0f;
+            MatrixEv.At(order - 1, order - 1, 1.0f);
             e[0] = 0.0f;
         }
 
@@ -374,9 +374,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                             // Accumulate transformation.
                             for (var k = 0; k < order; k++)
                             {
-                                h = MatrixEv[k, i + 1];
-                                MatrixEv[k, i + 1] = (s * MatrixEv[k, i]) + (c * h);
-                                MatrixEv[k, i] = (c * MatrixEv[k, i]) - (s * h);
+                                h = MatrixEv.At(k, i + 1);
+                                MatrixEv.At(k, i + 1, (s * MatrixEv.At(k, i)) + (c * h));
+                                MatrixEv.At(k, i, (c * MatrixEv.At(k, i)) - (s * h));
                             }
                         }
 
@@ -418,9 +418,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                     d[i] = p;
                     for (var j = 0; j < order; j++)
                     {
-                        p = MatrixEv[j, i];
-                        MatrixEv[j, i] = MatrixEv[j, k];
-                        MatrixEv[j, k] = p;
+                        p = MatrixEv.At(j, i);
+                        MatrixEv.At(j, i, MatrixEv.At(j, k));
+                        MatrixEv.At(j, k, p);
                     }
                 }
             }
@@ -509,7 +509,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
             {
                 for (var j = 0; j < order; j++)
                 {
-                    MatrixEv[i, j] = i == j ? 1.0f : 0.0f;
+                    MatrixEv.At(i, j, i == j ? 1.0f : 0.0f);
                 }
             }
 
@@ -527,14 +527,14 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                         var g = 0.0f;
                         for (var i = m; i < order; i++)
                         {
-                            g += ort[i] * MatrixEv[i, j];
+                            g += ort[i] * MatrixEv.At(i, j);
                         }
 
                         // Double division avoids possible underflow
                         g = (g / ort[m]) / matrixH[m, m - 1];
                         for (var i = m; i < order; i++)
                         {
-                            MatrixEv[i, j] += g * ort[i];
+                            MatrixEv.At(i, j, MatrixEv.At(i, j) + g * ort[i]);
                         }
                     }
                 }
@@ -664,9 +664,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                         // Accumulate transformations
                         for (var i = 0; i < order; i++)
                         {
-                            z = MatrixEv[i, n - 1];
-                            MatrixEv[i, n - 1] = (q * z) + (p * MatrixEv[i, n]);
-                            MatrixEv[i, n] = (q * MatrixEv[i, n]) - (p * z);
+                            z = MatrixEv.At(i, n - 1);
+                            MatrixEv.At(i, n - 1, (q * z) + (p * MatrixEv.At(i, n)));
+                            MatrixEv.At(i, n, (q * MatrixEv.At(i, n)) - (p * z));
                         }
 
                         // Complex pair
@@ -854,16 +854,16 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                             // Accumulate transformations
                             for (var i = 0; i < order; i++)
                             {
-                                p = (x * MatrixEv[i, k]) + (y * MatrixEv[i, k + 1]);
+                                p = (x * MatrixEv.At(i, k)) + (y * MatrixEv.At(i, k + 1));
 
                                 if (notlast)
                                 {
-                                    p = p + (z * MatrixEv[i, k + 2]);
-                                    MatrixEv[i, k + 2] = MatrixEv[i, k + 2] - (p * r);
+                                    p = p + (z * MatrixEv.At(i, k + 2));
+                                    MatrixEv.At(i, k + 2, MatrixEv.At(i, k + 2) - (p * r));
                                 }
 
-                                MatrixEv[i, k] = MatrixEv[i, k] - p;
-                                MatrixEv[i, k + 1] = MatrixEv[i, k + 1] - (p * q);
+                                MatrixEv.At(i, k, MatrixEv.At(i, k) - p);
+                                MatrixEv.At(i, k + 1, MatrixEv.At(i, k + 1) - (p * q));
                             }
                         } // (s != 0)
                     } // k loop
@@ -1047,10 +1047,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
                     z = 0.0f;
                     for (var k = 0; k <= j; k++)
                     {
-                        z = z + (MatrixEv[i, k] * matrixH[k, j]);
+                        z = z + (MatrixEv.At(i, k) * matrixH[k, j]);
                     }
 
-                    MatrixEv[i, j] = z;
+                    MatrixEv.At(i, j, z);
                 }
             }
         }

src/Numerics/LinearAlgebra/Single/Factorization/GramSchmidt.cs → src/Numerics/LinearAlgebra/Single/Factorization/UserGramSchmidt.cs

@@ -1,4 +1,4 @@
-// <copyright file="GramSchmidt.cs" company="Math.NET">
+// <copyright file="UserGramSchmidt.cs" company="Math.NET">
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
@@ -42,17 +42,17 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
     /// <remarks>
     /// The computation of the QR decomposition is done at construction time by modified Gram-Schmidt Orthogonalization.
     /// </remarks>
-    public class GramSchmidt : QR<float>
+    public class UserGramSchmidt : GramSchmidt<float>
     {
         /// <summary>
-        /// Initializes a new instance of the <see cref="GramSchmidt"/> class. This object creates an orthogonal matrix 
+        /// Initializes a new instance of the <see cref="UserGramSchmidt"/> class. This object creates an orthogonal matrix 
         /// using the modified Gram-Schmidt method.
         /// </summary>
         /// <param name="matrix">The matrix to factor.</param>
         /// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> row count is less then column count</exception>
         /// <exception cref="ArgumentException">If <paramref name="matrix"/> is rank deficient</exception>
-        public GramSchmidt(Matrix<float> matrix)
+        public UserGramSchmidt(Matrix<float> matrix)
         {
             if (matrix == null)
             {
@@ -94,44 +94,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
             }
         }
 
-        /// <summary>
-        /// Gets a value indicating whether the matrix is full rank or not.
-        /// </summary>
-        /// <value><c>true</c> if the matrix is full rank; otherwise <c>false</c>.</value>
-        public override bool IsFullRank
-        {
-            get
-            {
-                return true;
-            }
-        }
-
-        /// <summary>
-        /// Gets the determinant of the matrix for which the QR matrix was computed.
-        /// </summary>
-        public override double Determinant
-        {
-            get
-            {
-                if (MatrixQ.RowCount != MatrixQ.ColumnCount)
-                {
-                    throw new ArgumentException(Resources.ArgumentMatrixSquare);
-                }
-
-                var det = 1.0;
-                for (var i = 0; i < MatrixR.ColumnCount; i++)
-                {
-                    det *= MatrixR.At(i, i);
-                    if (Math.Abs(MatrixR.At(i, i)).AlmostEqualInDecimalPlaces(0.0f, 7))
-                    {
-                        return 0;
-                    }
-                }
-
-                return Math.Abs(det);
-            }
-        }
-
         /// <summary>
         /// Solves a system of linear equations, <b>AX = B</b>, with A QR factorized.
         /// </summary>

src/Numerics/LinearAlgebra/Single/Solvers/Iterative/MlkBiCgStab.cs

@@ -34,8 +34,8 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.Iterative
     using System.Collections.Generic;
     using System.Diagnostics;
     using Distributions;
-    using Factorization;
     using Generic;
+    using Generic.Factorization;
     using Generic.Solvers;
     using Generic.Solvers.Preconditioners;
     using Generic.Solvers.Status;
@@ -638,7 +638,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.Iterative
             }
 
             // Compute the orthogonalization.
-            var gs = new GramSchmidt(matrix);
+            var gs = matrix.GramSchmidt();
             var orthogonalMatrix = gs.Q;
 
             // Now transfer this to vectors

src/Numerics/Numerics.csproj

@@ -119,6 +119,7 @@
     <Compile Include="Distributions\Discrete\Geometric.cs" />
     <Compile Include="Distributions\Discrete\Hypergeometric.cs" />
     <Compile Include="Distributions\Discrete\NegativeBinomial.cs" />
+    <Compile Include="Distributions\Discrete\Poisson.cs" />
     <Compile Include="Distributions\Discrete\Zipf.cs" />
     <Compile Include="Distributions\Multivariate\InverseWishart.cs" />
     <Compile Include="Distributions\Multivariate\MatrixNormal.cs" />
@@ -129,11 +130,13 @@
     <Compile Include="LinearAlgebra\Complex32\DenseMatrix.cs" />
     <Compile Include="LinearAlgebra\Complex32\DenseVector.cs" />
     <Compile Include="LinearAlgebra\Complex32\DiagonalMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex32\Factorization\DenseGramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Complex32\Factorization\DenseEvd.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\DenseCholesky.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\DenseLU.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\DenseQR.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\DenseSvd.cs" />
-    <Compile Include="LinearAlgebra\Complex32\Factorization\GramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Complex32\Factorization\UserGramSchmidt.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\UserCholesky.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\UserEvd.cs" />
     <Compile Include="LinearAlgebra\Complex32\Factorization\UserLU.cs" />
@@ -159,11 +162,13 @@
     <Compile Include="LinearAlgebra\Complex\DenseMatrix.cs" />
     <Compile Include="LinearAlgebra\Complex\DenseVector.cs" />
     <Compile Include="LinearAlgebra\Complex\DiagonalMatrix.cs" />
+    <Compile Include="LinearAlgebra\Complex\Factorization\DenseGramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Complex\Factorization\DenseEvd.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\DenseCholesky.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\DenseLU.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\DenseQR.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\DenseSvd.cs" />
-    <Compile Include="LinearAlgebra\Complex\Factorization\GramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Complex\Factorization\UserGramSchmidt.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\UserCholesky.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\UserEvd.cs" />
     <Compile Include="LinearAlgebra\Complex\Factorization\UserLU.cs" />
@@ -189,16 +194,21 @@
     <Compile Include="LinearAlgebra\Double\DenseMatrix.cs" />
     <Compile Include="LinearAlgebra\Double\DenseVector.cs" />
     <Compile Include="LinearAlgebra\Double\DiagonalMatrix.cs" />
+    <Compile Include="LinearAlgebra\Double\Factorization\DenseGramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Double\Factorization\DenseEvd.cs" />
     <Compile Include="LinearAlgebra\Double\Factorization\UserEvd.cs" />
+    <Compile Include="LinearAlgebra\Generic\Factorization\GramSchmidt.cs" />
     <Compile Include="LinearAlgebra\Generic\Factorization\Evd.cs" />
     <Compile Include="LinearAlgebra\Single\DenseMatrix.cs" />
     <Compile Include="LinearAlgebra\Single\DenseVector.cs" />
     <Compile Include="LinearAlgebra\Single\DiagonalMatrix.cs" />
+    <Compile Include="LinearAlgebra\Single\Factorization\DenseGramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Single\Factorization\DenseEvd.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\DenseCholesky.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\DenseLU.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\DenseQR.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\DenseSvd.cs" />
-    <Compile Include="LinearAlgebra\Single\Factorization\GramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Single\Factorization\UserGramSchmidt.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\UserCholesky.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\UserEvd.cs" />
     <Compile Include="LinearAlgebra\Single\Factorization\UserLU.cs" />
@@ -233,7 +243,7 @@
     <Compile Include="LinearAlgebra\Double\Factorization\DenseLU.cs" />
     <Compile Include="LinearAlgebra\Double\Factorization\DenseQR.cs" />
     <Compile Include="LinearAlgebra\Double\Factorization\DenseSvd.cs" />
-    <Compile Include="LinearAlgebra\Double\Factorization\GramSchmidt.cs" />
+    <Compile Include="LinearAlgebra\Double\Factorization\UserGramSchmidt.cs" />
     <Compile Include="LinearAlgebra\Generic\Factorization\ExtensionMethods.cs" />
     <Compile Include="LinearAlgebra\Generic\Factorization\LU.cs" />
     <Compile Include="LinearAlgebra\Generic\Factorization\QR.cs" />

src/Numerics/SpecialFunctions/Stability.cs

@@ -31,6 +31,7 @@
 namespace MathNet.Numerics
 {
     using System;
+    using System.Numerics;
 
     public partial class SpecialFunctions
     {
@@ -66,6 +67,54 @@ namespace MathNet.Numerics
                 );
         }
 
+        /// <summary>
+        /// Numerically stable hypotenuse of a right angle triangle, i.e. <code>(a,b) -> sqrt(a^2 + b^2)</code>
+        /// </summary>
+        /// <param name="a">The length of side a of the triangle.</param>
+        /// <param name="b">The length of side b of the triangle.</param>
+        /// <returns>Returns <code>sqrt(a<sup>2</sup> + b<sup>2</sup>)</code> without underflow/overflow.</returns>
+        public static Complex Hypotenuse(Complex a, Complex b)
+        {
+            if (a.Magnitude > b.Magnitude)
+            {
+                var r = b.Magnitude / a.Magnitude;
+                return a.Magnitude * Math.Sqrt(1 + (r * r));
+            }
+
+            if (b != 0.0)
+            {
+                // NOTE (ruegg): not "!b.AlmostZero()" to avoid convergence issues (e.g. in SVD algorithm)
+                var r = a.Magnitude / b.Magnitude;
+                return b.Magnitude * Math.Sqrt(1 + (r * r));
+            }
+
+            return 0d;
+        }
+
+        /// <summary>
+        /// Numerically stable hypotenuse of a right angle triangle, i.e. <code>(a,b) -> sqrt(a^2 + b^2)</code>
+        /// </summary>
+        /// <param name="a">The length of side a of the triangle.</param>
+        /// <param name="b">The length of side b of the triangle.</param>
+        /// <returns>Returns <code>sqrt(a<sup>2</sup> + b<sup>2</sup>)</code> without underflow/overflow.</returns>
+        public static Complex32 Hypotenuse(Complex32 a, Complex32 b)
+        {
+            if (a.Magnitude > b.Magnitude)
+            {
+                var r = b.Magnitude / a.Magnitude;
+                return a.Magnitude * (float)Math.Sqrt(1 + (r * r));
+            }
+
+            if (b != 0.0f)
+            {
+                // NOTE (ruegg): not "!b.AlmostZero()" to avoid convergence issues (e.g. in SVD algorithm)
+                var r = a.Magnitude / b.Magnitude;
+                return b.Magnitude * (float)Math.Sqrt(1 + (r * r));
+            }
+
+            return 0f;
+        }
+
         /// <summary>
         /// Numerically stable hypotenuse of a right angle triangle, i.e. <code>(a,b) -> sqrt(a^2 + b^2)</code>
         /// </summary>

src/Silverlight/Silverlight.csproj

@@ -284,6 +284,12 @@
     <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\DenseCholesky.cs">
       <Link>LinearAlgebra\Complex32\Factorization\DenseCholesky.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\DenseEvd.cs">
+      <Link>LinearAlgebra\Complex32\Factorization\DenseEvd.cs</Link>
+    </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\DenseGramSchmidt.cs">
+      <Link>LinearAlgebra\Complex32\Factorization\DenseGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\DenseLU.cs">
       <Link>LinearAlgebra\Complex32\Factorization\DenseLU.cs</Link>
     </Compile>
@@ -293,15 +299,15 @@
     <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\DenseSvd.cs">
       <Link>LinearAlgebra\Complex32\Factorization\DenseSvd.cs</Link>
     </Compile>
-    <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\GramSchmidt.cs">
-      <Link>LinearAlgebra\Complex32\Factorization\GramSchmidt.cs</Link>
-    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\UserCholesky.cs">
       <Link>LinearAlgebra\Complex32\Factorization\UserCholesky.cs</Link>
     </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\UserEvd.cs">
       <Link>LinearAlgebra\Complex32\Factorization\UserEvd.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\UserGramSchmidt.cs">
+      <Link>LinearAlgebra\Complex32\Factorization\UserGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex32\Factorization\UserLU.cs">
       <Link>LinearAlgebra\Complex32\Factorization\UserLU.cs</Link>
     </Compile>
@@ -374,6 +380,12 @@
     <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\DenseCholesky.cs">
       <Link>LinearAlgebra\Complex\Factorization\DenseCholesky.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\DenseEvd.cs">
+      <Link>LinearAlgebra\Complex\Factorization\DenseEvd.cs</Link>
+    </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\DenseGramSchmidt.cs">
+      <Link>LinearAlgebra\Complex\Factorization\DenseGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\DenseLU.cs">
       <Link>LinearAlgebra\Complex\Factorization\DenseLU.cs</Link>
     </Compile>
@@ -383,15 +395,15 @@
     <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\DenseSvd.cs">
       <Link>LinearAlgebra\Complex\Factorization\DenseSvd.cs</Link>
     </Compile>
-    <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\GramSchmidt.cs">
-      <Link>LinearAlgebra\Complex\Factorization\GramSchmidt.cs</Link>
-    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\UserCholesky.cs">
       <Link>LinearAlgebra\Complex\Factorization\UserCholesky.cs</Link>
     </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\UserEvd.cs">
       <Link>LinearAlgebra\Complex\Factorization\UserEvd.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\UserGramSchmidt.cs">
+      <Link>LinearAlgebra\Complex\Factorization\UserGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Complex\Factorization\UserLU.cs">
       <Link>LinearAlgebra\Complex\Factorization\UserLU.cs</Link>
     </Compile>
@@ -464,6 +476,12 @@
     <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\DenseCholesky.cs">
       <Link>LinearAlgebra\Double\Factorization\DenseCholesky.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\DenseEvd.cs">
+      <Link>LinearAlgebra\Double\Factorization\DenseEvd.cs</Link>
+    </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\DenseGramSchmidt.cs">
+      <Link>LinearAlgebra\Double\Factorization\DenseGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\DenseLU.cs">
       <Link>LinearAlgebra\Double\Factorization\DenseLU.cs</Link>
     </Compile>
@@ -473,9 +491,6 @@
     <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\DenseSvd.cs">
       <Link>LinearAlgebra\Double\Factorization\DenseSvd.cs</Link>
     </Compile>
-    <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\GramSchmidt.cs">
-      <Link>LinearAlgebra\Double\Factorization\GramSchmidt.cs</Link>
-    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\SparseCholesky.cs">
       <Link>LinearAlgebra\Double\Factorization\SparseCholesky.cs</Link>
     </Compile>
@@ -494,6 +509,9 @@
     <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\UserEvd.cs">
       <Link>LinearAlgebra\Double\Factorization\UserEvd.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\UserGramSchmidt.cs">
+      <Link>LinearAlgebra\Double\Factorization\UserGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Double\Factorization\UserLU.cs">
       <Link>LinearAlgebra\Double\Factorization\UserLU.cs</Link>
     </Compile>
@@ -569,6 +587,9 @@
     <Compile Include="..\Numerics\LinearAlgebra\Generic\Factorization\Evd.cs">
       <Link>LinearAlgebra\Generic\Factorization\Evd.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Generic\Factorization\GramSchmidt.cs">
+      <Link>LinearAlgebra\Generic\Factorization\GramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Single\DenseMatrix.cs">
       <Link>LinearAlgebra\Single\DenseMatrix.cs</Link>
     </Compile>
@@ -581,6 +602,12 @@
     <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\DenseCholesky.cs">
       <Link>LinearAlgebra\Single\Factorization\DenseCholesky.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\DenseEvd.cs">
+      <Link>LinearAlgebra\Single\Factorization\DenseEvd.cs</Link>
+    </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\DenseGramSchmidt.cs">
+      <Link>LinearAlgebra\Single\Factorization\DenseGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\DenseLU.cs">
       <Link>LinearAlgebra\Single\Factorization\DenseLU.cs</Link>
     </Compile>
@@ -590,15 +617,15 @@
     <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\DenseSvd.cs">
       <Link>LinearAlgebra\Single\Factorization\DenseSvd.cs</Link>
     </Compile>
-    <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\GramSchmidt.cs">
-      <Link>LinearAlgebra\Single\Factorization\GramSchmidt.cs</Link>
-    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\UserCholesky.cs">
       <Link>LinearAlgebra\Single\Factorization\UserCholesky.cs</Link>
     </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\UserEvd.cs">
       <Link>LinearAlgebra\Single\Factorization\UserEvd.cs</Link>
     </Compile>
+    <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\UserGramSchmidt.cs">
+      <Link>LinearAlgebra\Single\Factorization\UserGramSchmidt.cs</Link>
+    </Compile>
     <Compile Include="..\Numerics\LinearAlgebra\Single\Factorization\UserLU.cs">
       <Link>LinearAlgebra\Single\Factorization\UserLU.cs</Link>
     </Compile>

src/UnitTests/DistributionTests/Discrete/PoissonTests.cs

@@ -0,0 +1,219 @@
+// <copyright file="PoissonTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.DistributionTests.Discrete
+{
+    using System;
+    using System.Linq;
+    using MbUnit.Framework;
+    using Distributions;
+
+    [TestFixture]
+    public class PoissonTests
+    {
+        [SetUp]
+        public void SetUp()
+        {
+            Control.CheckDistributionParameters = true;
+        }
+
+        [Test]
+        [Row(1.5)]
+        [Row(5.4)]
+        [Row(10.8)]
+        public void CanCreatePoisson(double lambda)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreEqual(lambda, d.Lambda);
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        [Row(Double.NaN)]
+        [Row(-1.5)]
+        [Row(0.0)]
+        public void PoissonCreateFailsWithBadParameters(double lambda)
+        {
+            var d = new Poisson(lambda);
+        }
+
+        [Test]
+        public void ValidateToString()
+        {
+            var d = new Poisson(0.3);
+            Assert.AreEqual(String.Format("Poisson(λ = {0})", 0.3), d.ToString());
+        }
+
+        [Test]
+        [Row(1.5)]
+        [Row(5.4)]
+        [Row(10.8)]
+        public void CanSetProbabilityOfOne(double lambda)
+        {
+            var d = new Poisson(0.3)
+                    {
+                        Lambda = lambda
+                    };
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        [Row(Double.NaN)]
+        [Row(-1.5)]
+        [Row(0.0)]
+        public void SetProbabilityOfOneFails(double lambda)
+        {
+            var d = new Poisson(0.3)
+                    {
+                        Lambda = lambda
+                    };
+        }
+
+        [Test]
+        [Row(1.5)]
+        [Row(5.4)]
+        [Row(10.8)]
+        public void ValidateEntropy(double lambda)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreEqual((0.5 * Math.Log(2 * Math.PI * Math.E * lambda)) - (1.0 / (12.0 * lambda)) - 1.0 / (24.0 * lambda * lambda) - (19.0 / (360.0 * lambda * lambda * lambda)), d.Entropy);
+        }
+
+        [Test]
+        [Row(1.5)]
+        [Row(5.4)]
+        [Row(10.8)]
+        public void ValidateSkewness(double lambda)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreEqual(1.0 / Math.Sqrt(lambda), d.Skewness);
+        }
+
+        [Test]
+        [Row(1.5)]
+        [Row(5.4)]
+        [Row(10.8)]
+        public void ValidateMode(double lambda)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreEqual((int)Math.Floor(lambda), d.Mode);
+        }
+
+        [Test]
+        [Row(1.5)]
+        [Row(5.4)]
+        [Row(10.8)]
+        public void ValidateMedian(double lambda)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreEqual((int)Math.Floor(lambda + (1.0 / 3.0) - (0.02 / lambda)), d.Median);
+        }
+
+        [Test]
+        public void ValidateMinimum()
+        {
+            var d = new Poisson(0.3);
+            Assert.AreEqual(0, d.Minimum);
+        }
+
+        [Test]
+        public void ValidateMaximum()
+        {
+            var d = new Poisson(0.3);
+            Assert.AreEqual(int.MaxValue, d.Maximum);
+        }
+
+        [Test]
+        [Row(1.5, 1,   0.334695240222645000000000000000)]
+        [Row(1.5, 10,  0.000003545747740570180000000000)]
+        [Row(1.5, 20,  0.000000000000000304971208961018)]
+        [Row(5.4, 1,   0.024389537090108400000000000000)]
+        [Row(5.4, 10,  0.026241240591792300000000000000)]
+        [Row(5.4, 20,  0.000000825202200316548000000000)]
+        [Row(10.8, 1,  0.000220314636840657000000000000)]
+        [Row(10.8, 10, 0.121365183659420000000000000000)]
+        [Row(10.8, 20, 0.003908139778574110000000000000)]
+        public void ValidateProbability(double lambda, int x, double result)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreApproximatelyEqual(d.Probability(x), result, 1e-12);
+        }
+
+        [Test]
+        [Row(1.5, 1,   0.334695240222645000000000000000)]
+        [Row(1.5, 10,  0.000003545747740570180000000000)]
+        [Row(1.5, 20,  0.000000000000000304971208961018)]
+        [Row(5.4, 1,   0.024389537090108400000000000000)]
+        [Row(5.4, 10,  0.026241240591792300000000000000)]
+        [Row(5.4, 20,  0.000000825202200316548000000000)]
+        [Row(10.8, 1,  0.000220314636840657000000000000)]
+        [Row(10.8, 10, 0.121365183659420000000000000000)]
+        [Row(10.8, 20, 0.003908139778574110000000000000)]
+        public void ValidateProbabilityLn(double lambda, int x, double result)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreApproximatelyEqual(d.ProbabilityLn(x), Math.Log(result), 1e-12);
+        }
+
+        [Test]
+        public void CanSample()
+        {
+            var d = new Poisson(0.3);
+            var s = d.Sample();
+        }
+
+        [Test]
+        public void CanSampleSequence()
+        {
+            var d = new Poisson(0.3);
+            var ied = d.Samples();
+            var e = ied.Take(5).ToArray();
+        }
+
+        [Test]
+        [Row(1.5, 1,   0.5578254003710750000000)]
+        [Row(1.5, 10,  0.9999994482467640000000)]
+        [Row(1.5, 20,  1.0000000000000000000000)]
+        [Row(5.4, 1,   0.0289061180327211000000)]
+        [Row(5.4, 10,  0.9774863006897650000000)]
+        [Row(5.4, 20,  0.9999997199928290000000)]
+        [Row(10.8, 1,  0.0002407141402518290000)]
+        [Row(10.8, 10, 0.4839692359955690000000)]
+        [Row(10.8, 20, 0.9961800769608090000000)]
+        [Row(20.1, 1,  0.0000000393516882521484)]
+        [Row(20.1, 10, 0.0102444128791257000000)]
+        [Row(20.1, 20, 0.5502097908860160000000)]
+        public void ValidateCumulativeDistribution(double lambda, int x, double result)
+        {
+            var d = new Poisson(lambda);
+            Assert.AreApproximatelyEqual(d.CumulativeDistribution(x), result, 1e-12);
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex/Factorization/EvdTests.cs

@@ -0,0 +1,364 @@
+// <copyright file="EvdTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
+{
+    using System.Numerics;
+    using LinearAlgebra.Complex;
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Complex.Factorization;
+
+    public class EvdTests
+    {
+
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new DenseEvd(null);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().RowCount);
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().ColumnCount);
+
+            for (var i = 0; i < factorEvd.EValues().Count; i++)
+            {
+                Assert.AreEqual(Complex.One, factorEvd.EValues()[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A*V = λ*V 
+            var matrixAv = matrixA * factorEvd.EVectors();
+            var matrixLv = factorEvd.EVectors() * factorEvd.D();
+
+            for (var i = 0; i < matrixAv.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixAv.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixAv[i, j].Real, matrixLv[i, j].Real, 1e-9);
+                    Assert.AreApproximatelyEqual(matrixAv[i, j].Imaginary, matrixLv[i, j].Imaginary, 1e-9);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A = V*λ*VT 
+            var matrix = factorEvd.EVectors() * factorEvd.D() * factorEvd.EVectors().ConjugateTranspose();
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrix[i, j].Real, matrixA[i, j].Real, 1e-9);
+                    Assert.AreApproximatelyEqual(matrix[i, j].Imaginary, matrixA[i, j].Imaginary, 1e-9);
+                }
+            }
+        }
+
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankSquare(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Rank, order);
+        }
+
+ 
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankOfSquareSingular(int order)
+        {
+            var matrixA = new DenseMatrix(order, order);
+            matrixA[0, 0] = 1;
+            matrixA[order - 1, order - 1] = 1;
+            for (var i = 1; i < order - 1; i++)
+            {
+                matrixA[i, i - 1] = 1;
+                matrixA[i, i + 1] = 1;
+                matrixA[i - 1, i] = 1;
+                matrixA[i + 1, i] = 1;
+            }
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Determinant, 0);
+            Assert.AreEqual(factorEvd.Rank, order - 1);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+            Assert.AreEqual(1.0, factorEvd.Determinant);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var resultx = factorEvd.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1e-9);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1e-9);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixX = factorEvd.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1e-9);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1e-9);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new DenseVector(order);
+            factorEvd.Solve(vectorb, resultx);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1e-9);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1e-9);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new DenseMatrix(order, order);
+            factorEvd.Solve(matrixB, matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1e-9);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1e-9);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex/Factorization/GramSchmidtTests.cs

@@ -30,6 +30,7 @@
 
 namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
 {
+    using LinearAlgebra.Complex;
     using LinearAlgebra.Generic.Factorization;
     using MbUnit.Framework;
     using LinearAlgebra.Complex.Factorization;
@@ -40,14 +41,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [ExpectedArgumentNullException]
         public void ConstructorNull()
         {
-            new GramSchmidt(null);
+            new DenseGramSchmidt(null);
         }
 
         [Test]
         [ExpectedArgumentException]
         public void WideMatrixThrowsInvalidMatrixOperationException()
         {
-            new GramSchmidt(new UserDefinedMatrix(3, 4));
+            new DenseGramSchmidt(new DenseMatrix(3, 4));
         }
         
         [Test]
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [Row(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
 
             Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
@@ -100,7 +101,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [Row(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
             Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
         }
@@ -115,7 +116,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [MultipleAsserts]
         public void CanFactorizeRandomMatrix(int row, int column)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(row, column);
             var factorGramSchmidt = matrixA.GramSchmidt();
 
             // Make sure the Q has the right dimensions.
@@ -180,11 +181,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVector(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var resultx = factorGramSchmidt.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
@@ -218,11 +219,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrix(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixX = factorGramSchmidt.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
@@ -262,12 +263,12 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var vectorbCopy = vectorb.Clone();
-            var resultx = new UserDefinedVector(order);
+            var resultx = new DenseVector(order);
             factorGramSchmidt.Solve(vectorb,resultx);
 
             Assert.AreEqual(vectorb.Count, resultx.Count);
@@ -307,14 +308,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
-            var matrixX = new UserDefinedMatrix(order, order);
+            var matrixX = new DenseMatrix(order, order);
             factorGramSchmidt.Solve(matrixB,matrixX);
 
             // The solution X row dimension is equal to the column dimension of A

src/UnitTests/LinearAlgebraTests/Complex/Factorization/UserEvdTests.cs

@@ -191,10 +191,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
-            var resultx = factorSvd.Solve(vectorb);
+            var resultx = factorEvd.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
@@ -229,10 +229,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
-            var matrixX = factorSvd.Solve(matrixB);
+            var matrixX = factorEvd.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
@@ -273,11 +273,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
             var vectorbCopy = vectorb.Clone();
             var resultx = new UserDefinedVector(order);
-            factorSvd.Solve(vectorb, resultx);
+            factorEvd.Solve(vectorb, resultx);
 
             var bReconstruct = matrixA * resultx;
 
@@ -316,13 +316,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
             var matrixX = new UserDefinedMatrix(order, order);
-            factorSvd.Solve(matrixB, matrixX);
+            factorEvd.Solve(matrixB, matrixX);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Complex/Factorization/UserGramSchmidtTests.cs

@@ -0,0 +1,356 @@
+// <copyright file="UserGramSchmidtTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
+{
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Complex.Factorization;
+
+    public class UserGramSchmidtTests
+    {
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new UserGramSchmidt(null);
+        }
+
+        [Test]
+        [ExpectedArgumentException]
+        public void WideMatrixThrowsInvalidMatrixOperationException()
+        {
+            new UserGramSchmidt(new UserDefinedMatrix(3, 4));
+        }
+        
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+
+            Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(I.ColumnCount, factorGramSchmidt.Q.ColumnCount);
+
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0, factorGramSchmidt.R[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            for (var i = 0; i < factorGramSchmidt.Q.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.Q.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0, factorGramSchmidt.Q[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.Q[i, j]);
+                    }
+                }
+            }
+        }
+
+      
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+            Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
+        }
+
+        [Test]
+        [Row(1,1)]
+        [Row(2,2)]
+        [Row(5,5)]
+        [Row(10,6)]
+        [Row(50,48)]
+        [Row(100,98)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int row, int column)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            // Make sure the Q has the right dimensions.
+            Assert.AreEqual(row, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.Q.ColumnCount);
+
+            // Make sure the R has the right dimensions.
+            Assert.AreEqual(column, factorGramSchmidt.R.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.R.ColumnCount);
+
+            // Make sure the R factor is upper triangular.
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++) 
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i > j)
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            // Make sure the Q*R is the original matrix.
+            var matrixQfromR = factorGramSchmidt.Q * factorGramSchmidt.R;
+            for (var i = 0; i < matrixQfromR.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixQfromR.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixA[i, j].Real, matrixQfromR[i, j].Real, 1.0e-9);
+                    Assert.AreApproximatelyEqual(matrixA[i, j].Imaginary, matrixQfromR[i, j].Imaginary, 1.0e-9);
+                }
+            }
+
+            // Make sure the Q is unitary --> (Q*)x(Q) = I
+            var matrixQсtQ = factorGramSchmidt.Q.ConjugateTranspose() * factorGramSchmidt.Q;
+            for (var i = 0; i < matrixQсtQ.RowCount; i++)
+            {
+                for (var j = 0; j < matrixQсtQ.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Real, 1.0, 1.0e-9);
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Imaginary, 0.0, 1.0e-9);
+                    }
+                    else
+                    {
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Real, 0.0, 1.0e-9);
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Imaginary, 0.0, 1.0e-9);
+                    }
+                }
+            }
+
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVector(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var resultx = factorGramSchmidt.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < order; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1.0e-9);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1.0e-9);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixX = factorGramSchmidt.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1.0e-9);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1.0e-9);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new UserDefinedVector(order);
+            factorGramSchmidt.Solve(vectorb,resultx);
+
+            Assert.AreEqual(vectorb.Count, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1.0e-9);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1.0e-9);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new UserDefinedMatrix(order, order);
+            factorGramSchmidt.Solve(matrixB,matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1.0e-9);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1.0e-9);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/EvdTests.cs

@@ -0,0 +1,365 @@
+// <copyright file="EvdTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
+{
+    using System.Numerics;
+    using LinearAlgebra.Complex32;
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Complex.Factorization;
+
+    public class EvdTests
+    {
+
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new DenseEvd(null);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().RowCount);
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().ColumnCount);
+
+            for (var i = 0; i < factorEvd.EValues().Count; i++)
+            {
+                Assert.AreEqual(Complex.One, factorEvd.EValues()[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A*V = λ*V 
+            var matrixAv = matrixA * factorEvd.EVectors();
+            var matrixLv = factorEvd.EVectors() * factorEvd.D();
+
+            for (var i = 0; i < matrixAv.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixAv.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixAv[i, j].Real, matrixLv[i, j].Real, 1e-4f);
+                    Assert.AreApproximatelyEqual(matrixAv[i, j].Imaginary, matrixLv[i, j].Imaginary, 1e-4f);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        [Ignore]
+        public void CanFactorizeRandomSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A = V*λ*VT 
+            var matrix = factorEvd.EVectors() * factorEvd.D() * factorEvd.EVectors().ConjugateTranspose();
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrix[i, j].Real, matrixA[i, j].Real, 1e-3f);
+                    Assert.AreApproximatelyEqual(matrix[i, j].Imaginary, matrixA[i, j].Imaginary, 1e-3f);
+                }
+            }
+        }
+
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankSquare(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Rank, order);
+        }
+
+ 
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankOfSquareSingular(int order)
+        {
+            var matrixA = new DenseMatrix(order, order);
+            matrixA[0, 0] = 1;
+            matrixA[order - 1, order - 1] = 1;
+            for (var i = 1; i < order - 1; i++)
+            {
+                matrixA[i, i - 1] = 1;
+                matrixA[i, i + 1] = 1;
+                matrixA[i - 1, i] = 1;
+                matrixA[i + 1, i] = 1;
+            }
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Determinant, 0);
+            Assert.AreEqual(factorEvd.Rank, order - 1);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+            Assert.AreEqual(1.0, factorEvd.Determinant);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        //[Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var resultx = factorEvd.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1e-3f);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1e-3f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixX = factorEvd.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1e-2f);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1e-2f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+      //  [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new DenseVector(order);
+            factorEvd.Solve(vectorb, resultx);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1e-3f);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1e-3f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new DenseMatrix(order, order);
+            factorEvd.Solve(matrixB, matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1e-2f);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1e-2f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/GramSchmidtTests.cs

@@ -30,6 +30,7 @@
 
 namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
 {
+    using LinearAlgebra.Complex32;
     using LinearAlgebra.Generic.Factorization;
     using MbUnit.Framework;
     using LinearAlgebra.Complex32.Factorization;
@@ -40,14 +41,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [ExpectedArgumentNullException]
         public void ConstructorNull()
         {
-            new GramSchmidt(null);
+            new DenseGramSchmidt(null);
         }
 
         [Test]
         [ExpectedArgumentException]
         public void WideMatrixThrowsInvalidMatrixOperationException()
         {
-            new GramSchmidt(new UserDefinedMatrix(3, 4));
+            new DenseGramSchmidt(new DenseMatrix(3, 4));
         }
         
         [Test]
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [Row(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
 
             Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
@@ -100,7 +101,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [Row(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
             Assert.AreEqual(1.0f, factorGramSchmidt.Determinant);
         }
@@ -115,7 +116,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [MultipleAsserts]
         public void CanFactorizeRandomMatrix(int row, int column)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(row, column);
             var factorGramSchmidt = matrixA.GramSchmidt();
 
             // Make sure the Q has the right dimensions.
@@ -180,11 +181,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVector(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var resultx = factorGramSchmidt.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
@@ -218,11 +219,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrix(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixX = factorGramSchmidt.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
@@ -262,12 +263,12 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var vectorbCopy = vectorb.Clone();
-            var resultx = new UserDefinedVector(order);
+            var resultx = new DenseVector(order);
             factorGramSchmidt.Solve(vectorb,resultx);
 
             Assert.AreEqual(vectorb.Count, resultx.Count);
@@ -307,14 +308,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
-            var matrixX = new UserDefinedMatrix(order, order);
+            var matrixX = new DenseMatrix(order, order);
             factorGramSchmidt.Solve(matrixB,matrixX);
 
             // The solution X row dimension is equal to the column dimension of A

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/UserEvdTests.cs

@@ -186,16 +186,16 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [Row(5)]
         [Row(10)]
         [Row(50)]
-        [Row(100)]
+     //   [Row(100)]
         [MultipleAsserts]
         public void CanSolveForRandomVectorAndSymmetricMatrix(int order)
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
-            var resultx = factorSvd.Solve(vectorb);
+            var resultx = factorEvd.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
@@ -230,10 +230,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
-            var matrixX = factorSvd.Solve(matrixB);
+            var matrixX = factorEvd.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
@@ -268,17 +268,17 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         [Row(5)]
         [Row(10)]
         [Row(50)]
-        [Row(100)]
+       // [Row(100)]
         [MultipleAsserts]
         public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven(int order)
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
             var vectorbCopy = vectorb.Clone();
             var resultx = new UserDefinedVector(order);
-            factorSvd.Solve(vectorb, resultx);
+            factorEvd.Solve(vectorb, resultx);
 
             var bReconstruct = matrixA * resultx;
 
@@ -317,13 +317,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteHermitianUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
             var matrixX = new UserDefinedMatrix(order, order);
-            factorSvd.Solve(matrixB, matrixX);
+            factorEvd.Solve(matrixB, matrixX);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/UserGramSchmidtTests.cs

@@ -0,0 +1,356 @@
+// <copyright file="UserGramSchmidtTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
+{
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Complex32.Factorization;
+
+    public class UserGramSchmidtTests
+    {
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new UserGramSchmidt(null);
+        }
+
+        [Test]
+        [ExpectedArgumentException]
+        public void WideMatrixThrowsInvalidMatrixOperationException()
+        {
+            new UserGramSchmidt(new UserDefinedMatrix(3, 4));
+        }
+        
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+
+            Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(I.ColumnCount, factorGramSchmidt.Q.ColumnCount);
+
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0f, factorGramSchmidt.R[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0f, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            for (var i = 0; i < factorGramSchmidt.Q.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.Q.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0f, factorGramSchmidt.Q[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0f, factorGramSchmidt.Q[i, j]);
+                    }
+                }
+            }
+        }
+
+      
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+            Assert.AreEqual(1.0f, factorGramSchmidt.Determinant);
+        }
+
+        [Test]
+        [Row(1,1)]
+        [Row(2,2)]
+        [Row(5,5)]
+        [Row(10,6)]
+        [Row(50,48)]
+        [Row(100,98)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int row, int column)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            // Make sure the Q has the right dimensions.
+            Assert.AreEqual(row, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.Q.ColumnCount);
+
+            // Make sure the R has the right dimensions.
+            Assert.AreEqual(column, factorGramSchmidt.R.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.R.ColumnCount);
+
+            // Make sure the R factor is upper triangular.
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++) 
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i > j)
+                    {
+                        Assert.AreEqual(0.0f, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            // Make sure the Q*R is the original matrix.
+            var matrixQfromR = factorGramSchmidt.Q * factorGramSchmidt.R;
+            for (var i = 0; i < matrixQfromR.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixQfromR.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixA[i, j].Real, matrixQfromR[i, j].Real, 1e-3f);
+                    Assert.AreApproximatelyEqual(matrixA[i, j].Imaginary, matrixQfromR[i, j].Imaginary, 1e-3f);
+                }
+            }
+
+            // Make sure the Q is unitary --> (Q*)x(Q) = I
+            var matrixQсtQ = factorGramSchmidt.Q.ConjugateTranspose() * factorGramSchmidt.Q;
+            for (var i = 0; i < matrixQсtQ.RowCount; i++)
+            {
+                for (var j = 0; j < matrixQсtQ.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Real, 1.0f, 1e-3f);
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Imaginary, 0.0f, 1e-3f);
+                    }
+                    else
+                    {
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Real, 0.0f, 1e-3f);
+                        Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Imaginary, 0.0f, 1e-3f);
+                    }
+                }
+            }
+
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVector(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var resultx = factorGramSchmidt.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < order; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1e-3f);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1e-3f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixX = factorGramSchmidt.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1e-3f);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1e-3f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new UserDefinedVector(order);
+            factorGramSchmidt.Solve(vectorb,resultx);
+
+            Assert.AreEqual(vectorb.Count, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1e-3f);
+                Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1e-3f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new UserDefinedMatrix(order, order);
+            factorGramSchmidt.Solve(matrixB,matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1e-3f);
+                    Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1e-3f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Double/Factorization/EvdTests.cs

@@ -0,0 +1,358 @@
+// <copyright file="EvdTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
+{
+    using System.Numerics;
+    using LinearAlgebra.Double;
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Double.Factorization;
+
+    public class EvdTests
+    {
+
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new DenseEvd(null);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().RowCount);
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().ColumnCount);
+
+            for (var i = 0; i < factorEvd.EValues().Count; i++)
+            {
+                Assert.AreEqual(Complex.One, factorEvd.EValues()[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A*V = λ*V 
+            var matrixAv = matrixA * factorEvd.EVectors();
+            var matrixLv = factorEvd.EVectors() * factorEvd.D();
+
+            for (var i = 0; i < matrixAv.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixAv.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixAv[i, j], matrixLv[i, j], 1.0e-10);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A = V*λ*VT 
+            var matrix = factorEvd.EVectors() * factorEvd.D() * factorEvd.EVectors().Transpose();
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrix[i, j], matrixA[i, j], 1.0e-10);
+                }
+            }
+        }
+
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankSquare(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Rank, order);
+        }
+
+ 
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankOfSquareSingular(int order)
+        {
+            var matrixA = new DenseMatrix(order, order);
+            matrixA[0, 0] = 1;
+            matrixA[order - 1, order - 1] = 1;
+            for (var i = 1; i < order - 1; i++)
+            {
+                matrixA[i, i - 1] = 1;
+                matrixA[i, i + 1] = 1;
+                matrixA[i - 1, i] = 1;
+                matrixA[i + 1, i] = 1;
+            }
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Determinant, 0);
+            Assert.AreEqual(factorEvd.Rank, order - 1);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+            Assert.AreEqual(1.0, factorEvd.Determinant);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var resultx = factorEvd.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-10);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixX = factorEvd.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-10);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new DenseVector(order);
+            factorEvd.Solve(vectorb, resultx);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-10);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new DenseMatrix(order, order);
+            factorEvd.Solve(matrixB, matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-10);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Double/Factorization/GramSchmidtTests.cs

@@ -30,6 +30,7 @@
 
 namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
 {
+    using LinearAlgebra.Double;
     using LinearAlgebra.Generic.Factorization;
     using MbUnit.Framework;
     using LinearAlgebra.Double.Factorization;
@@ -40,14 +41,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [ExpectedArgumentNullException]
         public void ConstructorNull()
         {
-            new GramSchmidt(null);
+            new DenseGramSchmidt(null);
         }
 
         [Test]
         [ExpectedArgumentException]
         public void WideMatrixThrowsInvalidMatrixOperationException()
         {
-            new GramSchmidt(new UserDefinedMatrix(3, 4));
+            new DenseGramSchmidt(new DenseMatrix(3, 4));
         }
         
         [Test]
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [Row(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
 
             Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
@@ -100,7 +101,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [Row(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
             Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
         }
@@ -115,7 +116,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [MultipleAsserts]
         public void CanFactorizeRandomMatrix(int row, int column)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(row, column);
             var factorGramSchmidt = matrixA.GramSchmidt();
 
             // Make sure the Q has the right dimensions.
@@ -159,11 +160,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVector(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var resultx = factorGramSchmidt.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
@@ -196,11 +197,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrix(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixX = factorGramSchmidt.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
@@ -239,12 +240,12 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var vectorbCopy = vectorb.Clone();
-            var resultx = new UserDefinedVector(order);
+            var resultx = new DenseVector(order);
             factorGramSchmidt.Solve(vectorb,resultx);
 
             Assert.AreEqual(vectorb.Count, resultx.Count);
@@ -283,14 +284,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
-            var matrixX = new UserDefinedMatrix(order, order);
+            var matrixX = new DenseMatrix(order, order);
             factorGramSchmidt.Solve(matrixB,matrixX);
 
             // The solution X row dimension is equal to the column dimension of A

src/UnitTests/LinearAlgebraTests/Double/Factorization/UserEvdTests.cs

@@ -93,7 +93,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
             {
                 for (var j = 0; j < matrixAv.ColumnCount; j++)
                 {
-                    Assert.AreApproximatelyEqual(matrixAv[i, j], matrixLv[i, j], 1.0e-11);
+                    Assert.AreApproximatelyEqual(matrixAv[i, j], matrixLv[i, j], 1.0e-10);
                 }
             }
         }
@@ -124,7 +124,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
             {
                 for (var j = 0; j < matrix.ColumnCount; j++)
                 {
-                    Assert.AreApproximatelyEqual(matrix[i, j], matrixA[i, j], 1.0e-11);
+                    Assert.AreApproximatelyEqual(matrix[i, j], matrixA[i, j], 1.0e-10);
                 }
             }
         }
@@ -189,10 +189,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
-            var resultx = factorSvd.Solve(vectorb);
+            var resultx = factorEvd.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
@@ -201,7 +201,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
             // Check the reconstruction.
             for (var i = 0; i < vectorb.Count; i++)
             {
-                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-11);
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-10);
             }
 
             // Make sure A didn't change.
@@ -226,10 +226,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
-            var matrixX = factorSvd.Solve(matrixB);
+            var matrixX = factorEvd.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
@@ -243,7 +243,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
             {
                 for (var j = 0; j < matrixB.ColumnCount; j++)
                 {
-                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-11);
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-10);
                 }
             }
 
@@ -269,18 +269,18 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
             var vectorbCopy = vectorb.Clone();
             var resultx = new UserDefinedVector(order);
-            factorSvd.Solve(vectorb, resultx);
+            factorEvd.Solve(vectorb, resultx);
 
             var bReconstruct = matrixA * resultx;
 
             // Check the reconstruction.
             for (var i = 0; i < vectorb.Count; i++)
             {
-                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-11);
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-10);
             }
 
             // Make sure A didn't change.
@@ -311,13 +311,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
             var matrixX = new UserDefinedMatrix(order, order);
-            factorSvd.Solve(matrixB, matrixX);
+            factorEvd.Solve(matrixB, matrixX);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
@@ -331,7 +331,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
             {
                 for (var j = 0; j < matrixB.ColumnCount; j++)
                 {
-                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-11);
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-10);
                 }
             }
 

src/UnitTests/LinearAlgebraTests/Double/Factorization/UserGramSchmidtTests.cs

@@ -0,0 +1,331 @@
+// <copyright file="UserGramSchmidtTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Factorization
+{
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Double.Factorization;
+
+    public class UserGramSchmidtTests
+    {
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new UserGramSchmidt(null);
+        }
+
+        [Test]
+        [ExpectedArgumentException]
+        public void WideMatrixThrowsInvalidMatrixOperationException()
+        {
+            new UserGramSchmidt(new UserDefinedMatrix(3, 4));
+        }
+        
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+
+            Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(I.ColumnCount, factorGramSchmidt.Q.ColumnCount);
+
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0, factorGramSchmidt.R[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            for (var i = 0; i < factorGramSchmidt.Q.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.Q.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0, factorGramSchmidt.Q[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.Q[i, j]);
+                    }
+                }
+            }
+        }
+
+      
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+            Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
+        }
+
+        [Test]
+        [Row(1,1)]
+        [Row(2,2)]
+        [Row(5,5)]
+        [Row(10,6)]
+        [Row(50,48)]
+        [Row(100,98)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int row, int column)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            // Make sure the Q has the right dimensions.
+            Assert.AreEqual(row, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.Q.ColumnCount);
+
+            // Make sure the R has the right dimensions.
+            Assert.AreEqual(column, factorGramSchmidt.R.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.R.ColumnCount);
+
+            // Make sure the R factor is upper triangular.
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++) 
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i > j)
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            // Make sure the Q*R is the original matrix.
+            var matrixQfromR = factorGramSchmidt.Q * factorGramSchmidt.R;
+            for (var i = 0; i < matrixQfromR.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixQfromR.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixA[i, j], matrixQfromR[i, j], 1.0e-11);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVector(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var resultx = factorGramSchmidt.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < order; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-11);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixX = factorGramSchmidt.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-11);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new UserDefinedVector(order);
+            factorGramSchmidt.Solve(vectorb,resultx);
+
+            Assert.AreEqual(vectorb.Count, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1.0e-11);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new UserDefinedMatrix(order, order);
+            factorGramSchmidt.Solve(matrixB,matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1.0e-11);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Single/Factorization/EvdTests.cs

@@ -0,0 +1,359 @@
+// <copyright file="EvdTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
+{
+    using System.Numerics;
+    using LinearAlgebra.Generic.Factorization;
+    using LinearAlgebra.Single;
+    using MbUnit.Framework;
+    using LinearAlgebra.Single.Factorization;
+
+    public class EvdTests
+    {
+
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new DenseEvd(null);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(I.RowCount, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().RowCount);
+            Assert.AreEqual(I.ColumnCount, factorEvd.D().ColumnCount);
+
+            for (var i = 0; i < factorEvd.EValues().Count; i++)
+            {
+                Assert.AreEqual(Complex.One, factorEvd.EValues()[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A*V = λ*V 
+            var matrixAv = matrixA * factorEvd.EVectors();
+            var matrixLv = factorEvd.EVectors() * factorEvd.D();
+
+            for (var i = 0; i < matrixAv.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixAv.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixAv[i, j], matrixLv[i, j], 1e-3f);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [Ignore]
+        [MultipleAsserts]
+        public void CanFactorizeRandomSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(order, factorEvd.EVectors().RowCount);
+            Assert.AreEqual(order, factorEvd.EVectors().ColumnCount);
+
+            Assert.AreEqual(order, factorEvd.D().RowCount);
+            Assert.AreEqual(order, factorEvd.D().ColumnCount);
+
+            // Make sure the A = V*λ*VT 
+            var matrix = factorEvd.EVectors() * factorEvd.D() * factorEvd.EVectors().Transpose();
+
+            for (var i = 0; i < matrix.RowCount; i++)
+            {
+                for (var j = 0; j < matrix.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrix[i, j], matrixA[i, j], 1e-3f);
+                }
+            }
+        }
+
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankSquare(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Rank, order);
+        }
+
+ 
+        [Test]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CheckRankOfSquareSingular(int order)
+        {
+            var matrixA = new DenseMatrix(order, order);
+            matrixA[0, 0] = 1;
+            matrixA[order - 1, order - 1] = 1;
+            for (var i = 1; i < order - 1; i++)
+            {
+                matrixA[i, i - 1] = 1;
+                matrixA[i, i + 1] = 1;
+                matrixA[i - 1, i] = 1;
+                matrixA[i + 1, i] = 1;
+            }
+            var factorEvd = matrixA.Evd();
+
+            Assert.AreEqual(factorEvd.Determinant, 0);
+            Assert.AreEqual(factorEvd.Rank, order - 1);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = DenseMatrix.Identity(order);
+            var factorEvd = I.Evd();
+            Assert.AreEqual(1.0, factorEvd.Determinant);
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var resultx = factorEvd.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1e-3f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixX = factorEvd.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1e-2f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new DenseVector(order);
+            factorEvd.Solve(vectorb, resultx);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 1e-3f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixAndSymmetricMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteDenseMatrix(order);
+            var matrixACopy = matrixA.Clone();
+            var factorEvd = matrixA.Evd();
+
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new DenseMatrix(order, order);
+            factorEvd.Solve(matrixB, matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 1e-2f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/LinearAlgebraTests/Single/Factorization/GramSchmidtTests.cs

@@ -31,6 +31,7 @@
 namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
 {
     using LinearAlgebra.Generic.Factorization;
+    using LinearAlgebra.Single;
     using MbUnit.Framework;
     using LinearAlgebra.Single.Factorization;
 
@@ -40,14 +41,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [ExpectedArgumentNullException]
         public void ConstructorNull()
         {
-            new GramSchmidt(null);
+            new DenseGramSchmidt(null);
         }
 
         [Test]
         [ExpectedArgumentException]
         public void WideMatrixThrowsInvalidMatrixOperationException()
         {
-            new GramSchmidt(new UserDefinedMatrix(3, 4));
+            new DenseGramSchmidt(new DenseMatrix(3, 4));
         }
         
         [Test]
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [Row(100)]
         public void CanFactorizeIdentity(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
 
             Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
@@ -100,7 +101,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [Row(100)]
         public void IdentityDeterminantIsOne(int order)
         {
-            var I = UserDefinedMatrix.Identity(order);
+            var I = DenseMatrix.Identity(order);
             var factorGramSchmidt = I.GramSchmidt();
             Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
         }
@@ -115,7 +116,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [MultipleAsserts]
         public void CanFactorizeRandomMatrix(int row, int column)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(row, column);
             var factorGramSchmidt = matrixA.GramSchmidt();
 
             // Make sure the Q has the right dimensions.
@@ -159,11 +160,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVector(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var resultx = factorGramSchmidt.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
@@ -196,11 +197,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrix(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixX = factorGramSchmidt.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
@@ -239,12 +240,12 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
-            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorb = MatrixLoader.GenerateRandomDenseVector(order);
             var vectorbCopy = vectorb.Clone();
-            var resultx = new UserDefinedVector(order);
+            var resultx = new DenseVector(order);
             factorGramSchmidt.Solve(vectorb,resultx);
 
             Assert.AreEqual(vectorb.Count, resultx.Count);
@@ -283,14 +284,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         [MultipleAsserts]
         public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
         {
-            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixACopy = matrixA.Clone();
             var factorGramSchmidt = matrixA.GramSchmidt();
 
-            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
-            var matrixX = new UserDefinedMatrix(order, order);
+            var matrixX = new DenseMatrix(order, order);
             factorGramSchmidt.Solve(matrixB,matrixX);
 
             // The solution X row dimension is equal to the column dimension of A

src/UnitTests/LinearAlgebraTests/Single/Factorization/UserEvdTests.cs

@@ -190,10 +190,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
-            var resultx = factorSvd.Solve(vectorb);
+            var resultx = factorEvd.Solve(vectorb);
 
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
@@ -227,10 +227,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
-            var matrixX = factorSvd.Solve(matrixB);
+            var matrixX = factorEvd.Solve(matrixB);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
@@ -270,11 +270,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
             var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
             var vectorbCopy = vectorb.Clone();
             var resultx = new UserDefinedVector(order);
-            factorSvd.Solve(vectorb, resultx);
+            factorEvd.Solve(vectorb, resultx);
 
             var bReconstruct = matrixA * resultx;
 
@@ -312,13 +312,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
         {
             var matrixA = MatrixLoader.GenerateRandomPositiveDefiniteUserDefinedMatrix(order);
             var matrixACopy = matrixA.Clone();
-            var factorSvd = matrixA.Svd(true);
+            var factorEvd = matrixA.Evd();
 
             var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
             var matrixBCopy = matrixB.Clone();
 
             var matrixX = new UserDefinedMatrix(order, order);
-            factorSvd.Solve(matrixB, matrixX);
+            factorEvd.Solve(matrixB, matrixX);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Single/Factorization/UserGramSchmidtTests.cs

@@ -0,0 +1,331 @@
+// <copyright file="UserGramSchmidtTests.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
+{
+    using LinearAlgebra.Generic.Factorization;
+    using MbUnit.Framework;
+    using LinearAlgebra.Single.Factorization;
+
+    public class UserGramSchmidtTests
+    {
+        [Test]
+        [ExpectedArgumentNullException]
+        public void ConstructorNull()
+        {
+            new UserGramSchmidt(null);
+        }
+
+        [Test]
+        [ExpectedArgumentException]
+        public void WideMatrixThrowsInvalidMatrixOperationException()
+        {
+            new UserGramSchmidt(new UserDefinedMatrix(3, 4));
+        }
+        
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void CanFactorizeIdentity(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+
+            Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(I.ColumnCount, factorGramSchmidt.Q.ColumnCount);
+
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0, factorGramSchmidt.R[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            for (var i = 0; i < factorGramSchmidt.Q.RowCount; i++)
+            {
+                for (var j = 0; j < factorGramSchmidt.Q.ColumnCount; j++)
+                {
+                    if (i == j)
+                    {
+                        Assert.AreEqual(1.0, factorGramSchmidt.Q[i, j]);
+                    }
+                    else
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.Q[i, j]);
+                    }
+                }
+            }
+        }
+
+      
+        [Test]
+        [Row(1)]
+        [Row(10)]
+        [Row(100)]
+        public void IdentityDeterminantIsOne(int order)
+        {
+            var I = UserDefinedMatrix.Identity(order);
+            var factorGramSchmidt = I.GramSchmidt();
+            Assert.AreEqual(1.0, factorGramSchmidt.Determinant);
+        }
+
+        [Test]
+        [Row(1,1)]
+        [Row(2,2)]
+        [Row(5,5)]
+        [Row(10,6)]
+        [Row(50,48)]
+        [Row(100,98)]
+        [MultipleAsserts]
+        public void CanFactorizeRandomMatrix(int row, int column)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            // Make sure the Q has the right dimensions.
+            Assert.AreEqual(row, factorGramSchmidt.Q.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.Q.ColumnCount);
+
+            // Make sure the R has the right dimensions.
+            Assert.AreEqual(column, factorGramSchmidt.R.RowCount);
+            Assert.AreEqual(column, factorGramSchmidt.R.ColumnCount);
+
+            // Make sure the R factor is upper triangular.
+            for (var i = 0; i < factorGramSchmidt.R.RowCount; i++) 
+            {
+                for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++)
+                {
+                    if (i > j)
+                    {
+                        Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]);
+                    }
+                }
+            }
+
+            // Make sure the Q*R is the original matrix.
+            var matrixQfromR = factorGramSchmidt.Q * factorGramSchmidt.R;
+            for (var i = 0; i < matrixQfromR.RowCount; i++) 
+            {
+                for (var j = 0; j < matrixQfromR.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixA[i, j], matrixQfromR[i, j], 10e-5f);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVector(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var resultx = factorGramSchmidt.Solve(vectorb);
+
+            Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < order; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 10e-5f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrix(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixX = factorGramSchmidt.Solve(matrixB);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 10e-5f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(2)]
+        [Row(5)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+            var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
+            var vectorbCopy = vectorb.Clone();
+            var resultx = new UserDefinedVector(order);
+            factorGramSchmidt.Solve(vectorb,resultx);
+
+            Assert.AreEqual(vectorb.Count, resultx.Count);
+
+            var bReconstruct = matrixA * resultx;
+
+            // Check the reconstruction.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreApproximatelyEqual(vectorb[i], bReconstruct[i], 10e-5f);
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure b didn't change.
+            for (var i = 0; i < vectorb.Count; i++)
+            {
+                Assert.AreEqual(vectorbCopy[i], vectorb[i]);
+            }
+        }
+
+        [Test]
+        [Row(1)]
+        [Row(4)]
+        [Row(8)]
+        [Row(10)]
+        [Row(50)]
+        [Row(100)]
+        [MultipleAsserts]
+        public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
+        {
+            var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixACopy = matrixA.Clone();
+            var factorGramSchmidt = matrixA.GramSchmidt();
+
+            var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
+            var matrixBCopy = matrixB.Clone();
+
+            var matrixX = new UserDefinedMatrix(order, order);
+            factorGramSchmidt.Solve(matrixB,matrixX);
+
+            // The solution X row dimension is equal to the column dimension of A
+            Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
+            // The solution X has the same number of columns as B
+            Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
+
+            var matrixBReconstruct = matrixA * matrixX;
+
+            // Check the reconstruction.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreApproximatelyEqual(matrixB[i, j], matrixBReconstruct[i, j], 10e-5f);
+                }
+            }
+
+            // Make sure A didn't change.
+            for (var i = 0; i < matrixA.RowCount; i++)
+            {
+                for (var j = 0; j < matrixA.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
+                }
+            }
+
+            // Make sure B didn't change.
+            for (var i = 0; i < matrixB.RowCount; i++)
+            {
+                for (var j = 0; j < matrixB.ColumnCount; j++)
+                {
+                    Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
+                }
+            }
+        }
+    }
+}

src/UnitTests/UnitTests.csproj

@@ -110,6 +110,7 @@
     <Compile Include="DistributionTests\Continuous\RayleighTests.cs" />
     <Compile Include="DistributionTests\Continuous\StableTests.cs" />
     <Compile Include="DistributionTests\Discrete\ConwayMaxwellPoissonTests.cs" />
+    <Compile Include="DistributionTests\Discrete\PoissonTests.cs" />
     <Compile Include="DistributionTests\Discrete\GeometricTests.cs" />
     <Compile Include="DistributionTests\Discrete\HypergeometricTests.cs" />
     <Compile Include="DistributionTests\Discrete\NegativeBinomialTests.cs" />
@@ -125,6 +126,8 @@
     <Compile Include="LinearAlgebraTests\Complex32\DiagonalMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex32\Factorization\CholeskyTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex32\Factorization\GramSchmidtTests.cs" />
+    <Compile Include="LinearAlgebraTests\Complex32\Factorization\EvdTests.cs" />
+    <Compile Include="LinearAlgebraTests\Complex32\Factorization\UserGramSchmidtTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex32\Factorization\LUTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex32\Factorization\QRTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex32\Factorization\SvdTests.cs" />
@@ -165,6 +168,8 @@
     <Compile Include="LinearAlgebraTests\Complex\DiagonalMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\Factorization\CholeskyTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\Factorization\GramSchmidtTests.cs" />
+    <Compile Include="LinearAlgebraTests\Complex\Factorization\EvdTests.cs" />
+    <Compile Include="LinearAlgebraTests\Complex\Factorization\UserGramSchmidtTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\Factorization\LUTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\Factorization\QRTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\Factorization\SvdTests.cs" />
@@ -200,8 +205,10 @@
     <Compile Include="LinearAlgebraTests\Complex\VectorTests.cs" />
     <Compile Include="LinearAlgebraTests\Complex\VectorTests.Norm.cs" />
     <Compile Include="LinearAlgebraTests\Double\DiagonalMatrixTests.cs" />
-    <Compile Include="LinearAlgebraTests\Double\Factorization\UserEvdTests.cs" />
     <Compile Include="LinearAlgebraTests\Double\Factorization\GramSchmidtTests.cs" />
+    <Compile Include="LinearAlgebraTests\Double\Factorization\EvdTests.cs" />
+    <Compile Include="LinearAlgebraTests\Double\Factorization\UserEvdTests.cs" />
+    <Compile Include="LinearAlgebraTests\Double\Factorization\UserGramSchmidtTests.cs" />
     <Compile Include="LinearAlgebraTests\Double\Factorization\UserCholeskyTests.cs" />
     <Compile Include="LinearAlgebraTests\Double\Factorization\UserLUTests.cs" />
     <Compile Include="LinearAlgebraTests\Double\Factorization\UserQRTests.cs" />
@@ -233,6 +240,8 @@
     <Compile Include="LinearAlgebraTests\Single\DiagonalMatrixTests.cs" />
     <Compile Include="LinearAlgebraTests\Single\Factorization\CholeskyTests.cs" />
     <Compile Include="LinearAlgebraTests\Single\Factorization\GramSchmidtTests.cs" />
+    <Compile Include="LinearAlgebraTests\Single\Factorization\EvdTests.cs" />
+    <Compile Include="LinearAlgebraTests\Single\Factorization\UserGramSchmidtTests.cs" />
     <Compile Include="LinearAlgebraTests\Single\Factorization\LUTests.cs" />
     <Compile Include="LinearAlgebraTests\Single\Factorization\QRTests.cs" />
     <Compile Include="LinearAlgebraTests\Single\Factorization\SvdTests.cs" />