LINEAR ALGEBRA PACKAGES IN FORTRAN

September 7, 2020 ยท View on GitHub

The aim of these packages is not to be efficient, but to be applied in a pedagogical way

Here is the list of all packages of the depository :

  • Cholesky decomposition
  • QR decomposition Householder + GS
  • LU decomposition
  • Hessenberg decomposition
  • Gram-Schmidt orthonormalization
  • Tridiagonalisation matrix Householder + Givens
  • Matrix inversion
  • RQ process diagonalization + shift method
  • Jacobi diagonalization
  • Iterative Power diagonalization + shift method
  • Eigenvectors using iterative method
  • A.x = b solution with residual improvement

Next step :

  • SVD factorization
  • Lanczos + Davidson diagonalization

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