DLA-Future

A concise library for solving sparse linear systems with direct methods.

Backpropagate derivatives through the Cholesky decomposition

Autodiff is a numerical library for the Go programming language that supports automatic differentiation. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics

Differentiable matrix factorizations using ImplicitDifferentiation.jl.

This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, His…

A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.

A powerful string expression evaluator for VBA and LO Basic, which puts more than 100 mathematical, statistical, financial, date-time, logic and text manipulation functions at the user's fingertips.

A linear algebra library for TypeScript and JavaScript

A bayesian approach to examining default mode network functional connectivity and cognitive performance in major depressive disorder

Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.

A cross compiled Scala.js port of JAMA for JVM, JavaScript, and Scala Native projects.

A Coq tactic for proving multivariate inequalities using SDP solvers

Python implementation of Cholesky Decomposition

Functions for Wishart distributions, including sampling from the inverse Wishart and sampling from the Cholesky factorization of a Wishart.

Introduction to Numerical methods

Fork of the qrupdate library for future maintenance.

Fortran interface for DLA-Future

In this repository you can find a Jupiter Notebook containing the solution of a linear system using the Cholesky Decomposition method.