Backpropagate derivatives through the Cholesky decomposition
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Updated
May 30, 2020 - Fortran
Backpropagate derivatives through the Cholesky decomposition
Sympiler is a Code Generator for Transforming Sparse Matrix Codes
Set up cholmod and scikit-sparse python package on Windows.
Fast routines for solving large systems of linear equations in R. Makes Eigen Cholesky-, LU-, QR-, and iterative (Conjugate Gradient, BiCGSTAB) solvers for both dense and sparse problems available.
This package contains implementations of efficient representations and updating algorithms for Cholesky factorizations.
Fast selected inversion of sparse matrices
Numerical methods for engineers used for finding roots, solving matrix, finding functions from given values, performing integrals whose analytical solution is exhaustive, and solutions by approximation for differential equations.
JAMA : A Java Matrix Package. Fork of the original project.
Algoritmos de cálculo numérico usados para estudos e análise de complexidade
Rank-1 update and downdate of Cholesky factorization
Python and C# interoperability
Compute the `L * D * L^T` factorization of a real symmetric positive definite tridiagonal matrix `A`.
Small library for calculating the cholesky of a sparse matrix in parallel.
C# tool that computes Cholesky decomposition
Repository for benchmarking linear solvers on GPU.
Cholesky decomposition for Hilbert matrix of any order in Python 3 (Two programs)
测绘专业程序设计作业:角度换算、矩阵运算、水准网平差、平面网平差四个递进模块。 Surveying programming assignment: angle conversion, matrix library, leveling network & horizontal network adjustment.
Multivariate time-series simulator via matrix-normal sampling with GP kernel Cholesky factors.
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