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.