Learning some numerical linear algebra.
Currently reinforcing my linear algebra and numerical analysis by reimplementing basic, fundamental algorithms in Python. My implementations are tested against numpy
and scipy
equivalents. Inspired by Alex Nichol's Go repository.
Feel free to read the notes which summarize parts of Justin Solomon's book as well as insights into my thought-process.
Ax = b
.LU
, PLU
and PLUQ
decomposition for solving Ax = b
.QR
decomposition of any matrix A using gram-schmidt or householder.Ax=b
using PLU decomposition.SVD
of any matrix A.Ax = b
.