The purpose of this project is to create a repository of functions for commonly used algorithms used in Linear Algebra. The following functions are given:
- LU factorization.
- LDM^T factorization.
- Cholesky factorization by LDM^T factorization.
- Cholesky factorization by outer product method.
- QR factorization by Householder reflections.
- QR factorization by Givens rotations.
- Inverse of Upper traingular Matrix.
- Least Square solution to Linear System of equations by QR factorization.
We use the algorithms mentioned in the following reference:
Reference : Golub, G.H., Van Loan, C.F. Matrix Computations