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pbenner / autodiff

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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

go golang statistics linear-algebra automatic-differentiation rprop special-functions linear-algebra-library numerical-optimization eigenvalues determinant statistical-models newton-raphson gauss-jordan bfgs singular-value-decomposition cholesky-decomposition gram-schmidt qr-algorithm hessenberg-reduction
  • Updated Dec 8, 2021
  • Go

heyjianjing / linear_algebra

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Some notes on linear algebra and numerical linear algebra

linear-algebra least-squares levenberg-marquardt conjugate-gradient gmres singular-value-decomposition gauss-newton cholesky-decomposition gram-schmidt householder-reflectors givens-rotations lu-factorization qr-algorithm lanczos-algorithm schur-decomposition power-iteration matrix-norm arnoldi-algorithm eigenvalues-and-eigenvectors orthogonal-iteration
  • Updated Dec 16, 2024
  • Jupyter Notebook

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