Linear Algebra Functions

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:

  1. LU factorization.
  2. LDM^T factorization.
  3. Cholesky factorization by LDM^T factorization.
  4. Cholesky factorization by outer product method.
  5. QR factorization by Householder reflections.
  6. QR factorization by Givens rotations.
  7. Inverse of Upper traingular Matrix.
  8. 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