Linear Algebra

This repo aims to implement some well-known linear algebra algorithms in a readable and easy to understand way.
Established libraries such as BLAS, LAPACK, Eigen etc. offer great performance and precision, but the code is often hard to read.

Documentation

Documentation

The modules page is the best place to start.

Direct links to the algorithms:

• LU factorization without pivoting
• LU factorization with row pivoting
• QR factorization using Householder reflectors

Arduino

This library has an Arduino version as well. It's available on the arduino branch.

Disclaimer

While the code is definitely useful as a linear algebra library, don't use it in critical applications. Use Eigen instead, it'll be faster, numerically more accurate, and more reliable.