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Matrices: Other Factorisations to Consider #32

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microbuilder opened this issue May 19, 2022 · 2 comments

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area:matrices category:enhancement

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microbuilder commented May 19, 2022

Some other matrix factorisations to consider for implementation in the future:
https://nhigham.com/2022/05/18/the-big-six-matrix-factorizations/

microbuilder added category:enhancement area:matrices labels

microbuilder changed the title ~~Matrices: Other Facotrisations to Consider~~ Matrices: Other Factorisations to Consider

sdalu commented Aug 17, 2022

Example of LU decomposition:
https://en.wikipedia.org/wiki/LU_decomposition#C_code_example

mkschreder commented Aug 31, 2022

@sdalu control systems toolbox for zephyr provides this here: https://github.com/swedishembedded/control/blob/main/src/linalg/lup.c

We also have a whole range of decompositions and advanced algorithms..

https://github.com/swedishembedded/control/blob/main/src/sysid/sr_ukf_parameter_estimation.c
https://github.com/swedishembedded/control/blob/main/src/linalg/svd_golub_reinsch.c

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