README

This is my set of C libraries for doing simple matrix operations and
linear algebra (solving systems of linear equations, eigenvalues, and
matrix inverses).

Here are the basic operations that this library hopes to accomplish:

- Matrix File IO
    - Matrix Read (to read a matrix from a file)
    - Matrix Copy (to duplicate an existing matrix)
    - Matrix Make (to create an n-by-p matrix of Zeros)
    - Matrix Free (to release memory)
    - Matrix Write (to write to a file)
    - Matrix Print (to display a matrix on the screen)
- Simple Matrix Operations
    - Identity Matrices
    - Matrix Trace (Sum of elements along the diagonal)
    - Matrix Transpose (To flip a matrix along the diagonal)
    - Matrix Mean (returns the average of each column in a matrix)
    - Matrix Multiplication
    - Matrix Scaling
    - Matrix Covariance
    - Matrix Dot Product
    - Matrix Dot Diagonal (computes the dot product of the diagonals of two matrices)
- Advanced Matrix Operations
    - Singular Value Decomposition
    - Gram-Schmidt (For orthonormalising a set of vectors)
    - The Power Method (For determining the largest eigenvalue of a large matrix)
    - Francis QR Step
    - Eigenvalues
    - L2-norm distance measures (simiar to Matlab's pdist)
    - LU Decomposition of a matrix
    - Matrix Determinates
    - Matrix Inverts
    - Matrix Solver
- Always nice to have:
    - Quicksort (and who doesn't love quicksort)