A header-only C++ library for sketching in randomized linear algebra

📕 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.

This repository is all the code to go along with my video series on computational Linear algebra.

Linear Algebra library in C++

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.

Curso de Álgebra Linear: Aspectos Teóricos e Computacionais da UERJ.

A concise library for solving sparse linear systems with direct methods.

Rational Krylov Methods for the Integration of Second Order Differential Equations and for the computation of the sinc function

Own solutions for exercises and MATLAB example codes for "Numerical Linear Algebra" by Lloyd N. Trefethen and David Bau III, 1997

An OOP Designed Multithreaded Solver for 2D Open Channel Flow in Various Programming Languages

An improved incremental singular value decomposition(SVD) algorithm

Algorithms for the approximation of an embedding for Markov chains.

MEPACK: Matrix Equation PACKage

Fast linear algebra library for Java.

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.

MATLAB package for F(A)*b with F a Laplace transform or complete Bernstein function

Differentiable reparameterization of matrices with orthogonal columns.

Error analysis and computation of the matrix Logarithm with some Padè approximation

Python implementation of RLS-Nystrom

A Julia package for hierarchically semiseparable (HSS) matrices.