Questions tagged [linear-algebra]

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2 votes
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An implementation of Givens method for diagonalising symmetric matrices

So I tried to create a code which aims to diagonalise symmetric matrices via Givens algorithm. The program only works for symmetric matrices, for we know a symmetric matrix is always diagonalisable, ...
  • 121
2 votes
1 answer

Matrix-vector multiplication with block-column distribution and MPI_Reduce_scatter

I'm studying MPI and I'm trying to solve the exercise (number 3.5) taken from Pacheco's book Introduction to parallel programming. Essentially the exercise is: Write an MPI program that computes the ...
4 votes
1 answer

Yet another mathematical vector class

This is an implementation of a mathematical vector. I am currently working on a linear algebra project and before proceeding further with other classes (matrix, polar_vector etc.) I would like to have ...
2 votes
2 answers

Coordinate Descent Non-negative Least Squares optimization

In my fast implementation of Non-negative Matrix Factorization (Rcpp Machine Learning Library, RcppML), about 40% of the runtime is spent solving Non-negative Least Squares (NNLS) systems (the rest of ...
  • 143
5 votes
1 answer

Why is this tensor contraction so slow and how can I make it faster?

I am trying to calculate a specific complicated tensor contraction (of complex valued tensors) which appears as part of some other calculation and is called multiple times in a row, about 100 times or ...
1 vote
0 answers

Solving a linear system with Gaussian Elimination

I decided to implement a solver for linear systems of equations based on the gaussian elimination and reduction to upper triangular form. The gaussian elimination is quite simple to implement but the ...
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