/MatrixComputations

Julia implementations of basic algorithms for matrix computations

Primary LanguageJulia

Build Status

Matrix computations

A Julia package that explores basic algorithms for matrix computations (LU decomposition, QR decomposition, ...). This code is not meant to be production ready; it's a side project I started. Why bother with such elementary matrix computations? The answer is simple: to get a better understanding for the elementary algorithms that are under the hood of pretty much all numerical tools.

The algorithms are based on two prominent sources:

  • "Matrix Computations", G.H. Golub and C.F. Van Loan, Johns Hopkins University Press, 1983
  • "Fundamentals of Matrix Computations", D.S. Watkins, John Wiley & Sons, 1991

The code has been tested for Julia versions >= 1.2.