numerical-linear-algebra topic

List numerical-linear-algebra repositories

crunchingnumbers

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Matlab, Python, and R codes for crunchingnumbers(a)live

HssMatrices.jl

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A Julia package for hierarchically semiseparable (HSS) matrices.

rsvd

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Randomized singular value decomposition (SVD) written in C++14 / Eigen

CSparse.NET

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

itergp

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IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)

Numerical-Linear-Algebra

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

RandBLAS

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