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linalg

linalg is a almost pure python (~40 lines of cython) library for numerical linear algebra:

  • Solve linear equations using Gauss elimination, LU, LDL^T, Cholesky with different pivoting options
  • Perform QR decomposition using Householder reflections (also with pivoting), Givens rotations and Gram-Schmidt algorithm
  • Other stuff like matrix inverse, determinant, bidiagonalization, e.t.c.