https://github.com/angsch/block-algorithms
Block Linear Algebra Algorithms in Matlab
https://github.com/angsch/block-algorithms
blas lapack linear-algebra matlab matrix-calculations matrix-factorization octave
Last synced: over 1 year ago
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Block Linear Algebra Algorithms in Matlab
- Host: GitHub
- URL: https://github.com/angsch/block-algorithms
- Owner: angsch
- License: cc-by-sa-4.0
- Created: 2020-08-20T09:07:05.000Z (almost 6 years ago)
- Default Branch: master
- Last Pushed: 2024-05-25T16:25:33.000Z (about 2 years ago)
- Last Synced: 2025-02-01T05:26:23.966Z (over 1 year ago)
- Topics: blas, lapack, linear-algebra, matlab, matrix-calculations, matrix-factorization, octave
- Language: MATLAB
- Homepage:
- Size: 90.8 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
[![CC BY-SA 4.0][cc-by-sa-shield]][cc-by-sa]
# Block Linear Algebra Algorithms
This file collection contains prototype realizations of linear algebra algorithms. All algorithms are expressed as block or tile algorithms, meaning that the bulk of the computation corresponds to matrix-matrix multiplications (level-3 BLAS).
* Matrix Factorizations
- Cholesky decomposition
- QR decomposition
- RQ decomposition
- LQ decomposition
- QL decomposition
- LU decomposition with partial pivoting
* Eigenvalue Problem
- Reduction to block Hessenberg form
- Solver of shifted Hessenberg systems
- Eigenvalue reordering in a Schur decomposition
* Singular Value Decomposition
- Implicitly shifted bidiagonal QR algorithm
- Polar decomposition SVD via Newton, QDWH, Zolo-pd
* Solvers
- Least Squares solver (via QR)
- Triangular Solve
This work is licensed under a
[Creative Commons Attribution-ShareAlike 4.0 International License][cc-by-sa].
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