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Microcontroller-friendly C implementation of Recursive Least Squares (RLS) for running gradient analysis, including linear, cubic, and quadratic trends, optimized for real-time trend and peak detection
QR decomposition for linear systems (possibly overdetermined) using Givens rotations or Householder transformations
intro to MATLAB course for numerical analysis
Autograd compatible Givens Transforms which is especially useful for optimization on a Stiefel Manifold.
Gram-Schmidt vs. modified Gram-Schmidt vs. Householder-based QR factorization vs. Givens-based QR factorization / UW 2024W NHPA
Some notes on linear algebra and numerical linear algebra
2D visualization of householder reflector and givens rotation of a given vector.