eigendecomposition

Julia code for the book Numerical Linear Algebra

Linear Algebra Fundamentals for Machine Learning

Differentiable matrix factorizations using ImplicitDifferentiation.jl.

This repository contains the implementations of the MUSIC and ESPRIT algorithms, which can be used for super-resolution spectral analysis.

ECCV22 Paper "Batch-efficient EigenDecomposition for Small and Medium Matrices"

Jupyter notebooks with notes, code, and exercises from Linear Algebra: Theory, Intuition, Code by Mike X Cohen (2021).

ECCV22 "Improving Covariance Conditioning of the SVD Meta-layer by Orthogonality" and T-PAMI extension

Faster eigendecompositions for jax

Official code repository for "Distribution-Independent Confidence Intervals for the Eigendecomposition of Covariance Matrices via the Eigenvalue-Eigenvector Identity" (ICML 2021 Workshop on Distribution-Free Uncertainty Quantification).

A Step-by-step tutorial to implement PCA.

Statistical Shape Model using PCA on standard 2D hand dataset

A matlab tool that analytically calculates the transient Electromigration (EM) stress at discrete spatial points in multi-segment lines of power grids.

Fast, numerically-stable pure Lean 4 closed-form floating-point eigensolver of real 3x3 symmetric matrices

practical linear algebra for data science (with python)

Truncated SVD and Hermitian eigendecomposition for small dense complex matrices.

Application of PCA in facial recognition

GPU linear-algebra factorizations (eigh/svd/qr/lstsq/pinv) on Apple Silicon via PyTorch-MPS custom Metal kernels. Drop-in torch.linalg patch.

Dense symmetric linear algebra for matrices too big for scipy.linalg — cho_solve, eigh and friends past the 46341 ceiling, in place, via ctypes bindings to an ILP64 LAPACK. No compiler, no f2py.

Implementation of a Speaker Recognition Algorithm using MFCC, FFT, and Eigendecomposition from voice samples

Project from university for the class Computational Linear Algebra for Large Scale Problem, focused on the application of matrix decomposition via eigenvalues and eigenvector to replicate the Google PageRank algorithm