Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.
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Updated
May 23, 2023 - C
Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.
This code is parallel implementation of Cholesky decomposition of a symmetric matrix of any rank written in C++ language using MPI.
Homework for the Multiprocessor Structures course @ ACS, UPB 2020
Numerical methods for solving a linear system
Códigos do Projeto PICME sobre resolução de sistemas lineares.
Computer programs to solve matrix problems
🧮Implementations of numerical linear algebra algorithms including Cholesky, LU Decomposition, ESOR, PSD check, and QR using Householder reflections, as part of the Linear Numerical Algebra ΘΠ03 course.
Project for the Numerical Linear Algebra course @{cse.uoi.gr, math.uoi.gr}
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