This is a collection of algorithms related to various scientific computing applications.
The algorithms are written in MATLAB and can be loaded into MATLAB and used.
Rather than trying to explain each algorithm, I will just link relavent literature that explains them better than I could.
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Cholesky Decomposition (cholesky.m)
https://en.wikipedia.org/wiki/Cholesky_decomposition -
L-U Decomposition (lu_decomp.m)
https://en.wikipedia.org/wiki/LU_decomposition -
Q-R Decomposition (qr_decomp.m)
https://en.wikipedia.org/wiki/QR_decomposition -
Singular Value Decomposition (sv_decomp.m)
https://en.wikipedia.org/wiki/Singular_value_decomposition
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Jacobi Method (jacobi.m)
https://en.wikipedia.org/wiki/Jacobi_method -
Gauss-Seidel Method (gauss_seidel.m)
https://en.wikipedia.org/wiki/Gauss%E2%80%93Seidel_method -
SOR, Successive Over Relaxation, Method (sor.m)
https://en.wikipedia.org/wiki/Successive_over-relaxation
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Gradient Descent Method, Steepest Descent (gradient_sd.m)
https://en.wikipedia.org/wiki/Gradient_descent -
Conjugate Gradient Method (conj_gradient.m)
https://en.wikipedia.org/wiki/Conjugate_gradient_method
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Upper Triangular System (upper_tri.m)
Simple algorithm to solve an upper triangular system -
Lower Triangular System (lower_tri.m)
Simple algorithm to solve a lower triangular system