A concise library for solving sparse linear systems with direct methods.
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Updated
Apr 3, 2024 - C#
A concise library for solving sparse linear systems with direct methods.
DLA-Future
Backpropagate derivatives through the Cholesky decomposition
This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, His…
Repository for machine learning problems implemented in python
Python implementation of Cholesky decomposition
Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.
Autodiff is a numerical library for the Go programming language that supports automatic differentiation. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics
Joint mean-covariance models in R using S4 classes and methods with RcppArmadillo
Python implementation of Cholesky Decomposition
A powerful string expression evaluator for VBA and LO Basic, which puts more than 100 mathematical, statistical, financial, date-time, logic and text manipulation functions at the user's fingertips.
A linear algebra library for TypeScript and JavaScript
Comparison of different implementations of the Cholesky decomposition method on different open-source languages and Matlab, for the resolution of linear systems for sparse, symmetric and positive definite matrices.
A Coq tactic for proving multivariate inequalities using SDP solvers
C# tool that computes Cholesky decomposition
Python functions for numerical analysis: numerical schemes for ODEs, linear algebra, linear/non-linear/iterative solvers, interpolation, and regression analysis.
Introduction to Numerical methods
Differentiable matrix factorizations using ImplicitDifferentiation.jl.
Fortran interface for DLA-Future
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