NMath Matrix is an advanced matrix manipulation library that extends NMath Core to include structured sparse matrix classes (triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded), factorizations (LU, Bunch-Kaufman, and Cholesky), orthogonal decompositions (QR and SVD), and advanced least squares classes (Cholesky, QR, and SVD).