Some of my work with numerical methods for solving linear systems with Clojure.
Functions rely on basic Clojure collection notation. Matrices are represented as vectors of row vectors.
I have tried to create as efficient functions as possible but there is still lot to do. Especially with the representation.
- Matrix multiplication
- Matric-vector multiplication
- Gaussian elimination
- Backward substitution
- LU-factorization
- LU forward substitution
- Cholesky decomposition (Cholesky-Banachiewicz)
- Introduction to Numerical Computation - 2004 - Elden, Wittmeyer-Koch, Nielsen - ISBN: 978-91-44-03727-1
- http://en.wikipedia.org/wiki/Cholesky_decomposition (referenced: 16/02/2014)