Final project for the course Numerical Linear Algebra in Autumn 2018. Submitted version.
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Updated
Jan 29, 2019 - TeX
Final project for the course Numerical Linear Algebra in Autumn 2018. Submitted version.
DCGeig is a solver for large, sparse generalized eigenvalue problems with real symmetric positive definite matrices. It computes eigenvalues and eigenvectors and can be used, e.g., for computing eigenfrequencies of finite element models.
All my assignments to the course MM5016 at Stockholm University
Robust level-3 BLAS Inverse Iteration from the Hessenberg Matrix
An OOP Designed Multithreaded Solver for 2D Open Channel Flow in Various Programming Languages
Rational Krylov Methods for the Integration of Second Order Differential Equations and for the computation of the sinc function
Chebychev Rational approximation method for matrix exponential
A simple particle filter simulator for robot localization in MATLAB which can show you the basics of particle filter.
Numerical experiments on eigenvalue problems in MATLAB®
Comparison and analysis on different algorithms to implement Pagerank, with a focus on numerical linear algebra
Small project on numerical linear algebra
Algorithms for the approximation of an embedding for Markov chains.
the prior distribution for probabilistic numerical methods
These are some notes I wrote for internal seminars (audience made up of mathematicians, physicists and other scientists). They are only for teaching purpose.
MATLAB package for F(A)*b with F a Laplace transform or complete Bernstein function
Jiayao' Math ToolBox: Linear Algebra Library
Randomized Linear Algebra for blaze-lib
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.
Performing operations on n * n matrices based on concepts of Numerical Linear Algebra
Programs in python for numerical linear algebra
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