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updated 26 days ago

Fast Symmetric Positive Definite Matrix Inverse by Eric Blake

Uses LAPACK, Cholesky to invert real, positive definite, symmetric matrix. Faster than inv. (cholesky decompositio..., covariance matrix, kalman filter)

run_to_compile_and_test.m

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updated 2 years ago

Matrix Inverse using LU factorization by Dirk-Jan Kroon

Example code LU decomposition with partial pivoting, also forward substitution, and Matrix inverse. (lu, lu factorization, lu decomposition)

Ainv=MatrixInverse(A)

C=TriangleBackwardSub(U,b)

C=TriangleForwardSub(L,b)

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updated 6 years ago

detp by Reinaldo Mauricio do Nascimento

Linear algebra with pivoting (linear algebra, determinant, linear equations syst...)

detp.m

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