cholesky-decomposition topic
chol-rev
Backpropagate derivatives through the Cholesky decomposition
autodiff
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 an...
CSparse.NET
A concise library for solving sparse linear systems with direct methods.
DLA-Future
DLA-Future
DifferentiableFactorizations.jl
Differentiable matrix factorizations using ImplicitDifferentiation.jl.
linalg
A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
Global-Oil-Market
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....
VBA-Expressions
A powerful library extending VBA with over 100 functions for math, stats, finance, and data manipulation. It supports matrix operations, and user-defined functions, enhancing automation and analysis w...