The project consists of some enhancements to the Ruby "Matrix" module and includes: LU and QR (Householder, Givens, Gram Schmidt, Hessenberg) decompositions, bidiagonalization, eigenvalue and eigenvector calculations. Include some aditional code to obtains marginal for rows and columns. The original code can be found on the RubyForge repository at http://matrix.rubyforge.org/svn/trunk/ or the project's SVN repository can be checked out through anonymous access with the following command(s). Work done by Cosmin Bonchis as a Google Summer of Code 2007 project for Ruby Central Inc.
Gemfile gem 'extendmatrix', '~> 0.2.1'
install gem install extendmatrix -v 0.2.1