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Linear Algebra With Python ⭐ 2,160

Lecture Notes for Linear Algebra Featuring Python. This series of lecture notes will walk you through all the must-know concepts that set the foundation of data science or advanced quantitative skillsets. Suitable for statistician/econometrician, quantitative analysts, data scientists and etc. to quickly refresh the linear algebra with the assistance of Python computation and visualization.

Linear algebra, eigenvalues, FFT, Bessel, elliptic, orthogonal polys, geometry, NURBS, numerical quadrature, 3D transfinite interpolation, random numbers, Mersenne twister, probability distributions, optimisation, differential equations.

Lapack ⭐ 1,336

LAPACK development repository

Spectra ⭐ 687

A header-only C++ library for large scale eigenvalue problems

V library to develop Artificial Intelligence and High-Performance Scientific Computations

Arpack Ng ⭐ 262

Collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.

Mathematics For Machine Learning Coursera ⭐ 201

quizzes/assignments for mathematics for machine learning specialization on coursera

Krylovkit.jl ⭐ 190

Krylov methods for linear problems, eigenvalues, singular values and matrix functions

Sparse Linear Algebra ⭐ 80

Numerical computation in native Haskell

Rust Scientific Libary. Matrix-vector laboratory, OpenBLAS, sparse direct solvers.

Arnoldimethod.jl ⭐ 45

Implicitly Restarted Arnoldi Method, natively in Julia

Burkardt Fortran 90 ⭐ 39

Classification of John Burkardt's many Fortran 90 codes

Autodiff ⭐ 34

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 and statistics

JS ND-Arrays inspired by NumPy.

Genericschur.jl ⭐ 24

Julia package for Schur decomposition of matrices with generic element types

Slicot Reference ⭐ 24

SLICOT - A Fortran subroutines library for systems and control

Matrixpencils.jl ⭐ 20

Matrix pencil manipulations using Julia

A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.

Eigenvalues ⭐ 19

symmetric matrices algorithms to compute eigenvalue/eigenvector pairs

Pagerank ⭐ 18

A demonstration of the PageRank algorithm, using Eigenvectors to assign significance to HTML pages

Solving the Trust Region Subproblem as an Eigenproblem in Julia

Fortran Lapack ⭐ 17

Modularized Fortran LAPACK implementation

Jacobi_pd ⭐ 17

a short, simple public-domain header-only C++ library for calculating eigenvalues and eigenvectors of real symmetric matrices

Coursera Imperial College Of London Mathematics For Machine Learning Specialization ⭐ 16

This Repository contains Solutions to the Quizes & Lab Assignments of the Mathematics for Machine Learning Specialization offered by Imperial College of London on Coursera taught by David Dye, Samuel J. Cooper, A. Freddie Page, Marc Peter Deisenroth

Fortran_davidson ⭐ 8

Davidson eigensolver implemented in Fortran

CVM Class Library

Periodicschurdecompositions.jl ⭐ 5

Julia package for periodic Schur decompositions of matrix products

GMRES algorithm implementation for the numerical solution of an indefinite non-symmetric system of linear equations.

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