There are 4 repositories under numerical-linear-algebra topic.
Julia code for the book Numerical Linear Algebra
Learning some numerical linear algebra.
A header-only C++ library for sketching in randomized linear algebra
A concise library for solving sparse linear systems with direct methods.
Own solutions for exercises and MATLAB example codes for "Numerical Linear Algebra" by Lloyd N. Trefethen and David Bau III, 1997
IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)
A Julia package for hierarchically semiseparable (HSS) matrices.
Educational linear algebra algorithms
📕 Proof-Based Math Readings is a free and independent online reading group where we study mathematics required in economics master's/PhD programs using an intuitive approach.
Numerical experiments on Jacobi SVD algorithm
Python implementation of RLS-Nystrom
An improved incremental singular value decomposition(SVD) algorithm
Computatinal physics University of Oslo
Hierarchical solvers is an approximate sparse direct solver, written entirely in Julia.
Matrix function for PSBLAS
This repository is all the code to go along with my video series on computational Linear algebra.
Fast linear algebra library for Java.
Probabilistic Linear Solvers for Machine Learning (NeurIPS 2020)
Curso de Álgebra Linear: Aspectos Teóricos e Computacionais da UERJ.
Personal notes and projects on many different Data Science related areas
This repository contains MATLAB programs and algorithms covering various numerical methods. These scripts are designed to help understand and implement fundamental numerical techniques commonly used in scientific computing.
Cholesky decomposition for Hilbert matrix of any order in Python 3 (Two programs)
High-performance numerical linear algebra library for developing on cluster of distributed Docker containers with NVIDIA CUDA, MPICH, and Docker Compose.
Main repository of the PSCToolkit package, it contains pointer to all the various part of the library.
This contains implementation of eigenvalue calculation algorithms from scratch.
Error analysis and computation of the matrix Logarithm with some Padè approximation
Implemented Numerical Linear Algebra algorithms with improved performance over the standard algorithm in terms of speed, storage, and stability for special matrices of scientific interest; such as Vandermonde, sparse, and Hermitian matrices.
Implementation of a polynomial preconditioner for the Helmholtz equation based on Faber series
Implementing 2D Poisson's Equation using the Finite Difference Method and Iterative Solvers for matrices. Explored LU decomposition & the Thomas algorithm, Jacobi, Gauss-Seidel, and the Standard Over-Relaxation (SOR) method. MATH 4315: Advanced Scientific Computing with Professor Weihua Geng.
Differentiable reparameterization of matrices with orthogonal columns.