DLA-Future
-
Updated
May 24, 2024 - C++
DLA-Future
Fortran interface for DLA-Future
Cholesky decomposition algorithm of skyline matrices
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 pure C# implementation of reasonably fast low-level routines for linear algebra operations
A concise library for solving sparse linear systems with direct methods.
A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
Applied Linear Algebra
A Coq tactic for proving multivariate inequalities using SDP solvers
A java swing program performing the Choleski-Banachowicz decomposition algoritm on a matrix either loaded from file or inputted directly by the user
Python and C# interoperability
Computer programs to solve matrix problems
Differentiable matrix factorizations using ImplicitDifferentiation.jl.
A cross compiled Scala.js port of JAMA for JVM, JavaScript, and Scala Native projects.
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…
Python scripts referring to methods of numerical analysis.
Python implementation of Cholesky Decomposition
Explanate how the algorithm of Expectation-Maximization in Gaussian Mixture works for clustering.
Numerical methods made with Python
Add a description, image, and links to the cholesky-decomposition topic page so that developers can more easily learn about it.
To associate your repository with the cholesky-decomposition topic, visit your repo's landing page and select "manage topics."