Numerical methods made with Python
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Updated
Jun 8, 2024 - Python
Numerical methods made with Python
DLA-Future
Fortran interface for DLA-Future
Numerical Linear Algebra
Cholesky decomposition algorithm of skyline matrices
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 pure C# implementation of reasonably fast low-level routines for linear algebra operations
A concise library for solving sparse linear systems with direct methods.
A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
Applied Linear Algebra
A Coq tactic for proving multivariate inequalities using SDP solvers
A java swing program performing the Choleski-Banachowicz decomposition algoritm on a matrix either loaded from file or inputted directly by the user
Python and C# interoperability
Computer programs to solve matrix problems
Differentiable matrix factorizations using ImplicitDifferentiation.jl.
A cross compiled Scala.js port of JAMA for JVM, JavaScript, and Scala Native projects.
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…
Python scripts referring to methods of numerical analysis.
Python implementation of Cholesky Decomposition
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