MATLAB Application Package for Numerical Linear Algebra
- Login to Download
- 1 Credits
Resource Overview
This MATLAB application package for numerical linear algebra contains 13 core functions, each accompanied by a corresponding example function named with the *Example.m suffix. The package implements fundamental linear algebra algorithms including: GrmSch.m for QR factorization using classical Gram-Schmidt orthogonalization, MGrmSch.m for modified Gram-Schmidt iteration, householder.m for Householder transformation-based QR decomposition, and additional methods for LU decomposition, Cholesky factorization, eigenvalue computation, and linear system solvers.
Detailed Documentation
This MATLAB application package for numerical linear algebra consists of 13 core functions, each paired with a corresponding example function. Below are the function names, purposes, and methodological implementations:
- GrmSch.m: Classical Gram-Schmidt orthogonalization for QR factorization. The code implements the sequential orthogonalization process by projecting vectors onto previously orthogonalized vectors.
- MGrmSch.m: Modified Gram-Schmidt iteration for QR factorization. This improved version enhances numerical stability by reorthogonalizing vectors during the iteration process.
- Householder.m: Householder transformation algorithm for QR decomposition. The implementation uses reflection matrices to zero out subdiagonal elements efficiently.
- ZXEC.m: Least squares fitting method for polynomial interpolation. The code solves overdetermined systems using normal equations or QR decomposition.
- NCLU.m: LU factorization using Gaussian elimination without pivoting. This basic implementation performs triangular decomposition but may encounter numerical instability for ill-conditioned matrices.
- PALU.m: LU factorization with partial pivoting using Gaussian elimination. The algorithm includes row permutations to enhance numerical stability.
- Cholesky.m: Cholesky decomposition method for symmetric positive definite matrices. The implementation computes the lower triangular factor using efficient symmetric matrix operations.
- PwItrt.m: Power iteration method for computing the dominant eigenvalue. The code iteratively applies matrix-vector multiplication to converge to the largest eigenvector.
- Jacobi.m: Jacobi algorithm in standard row-wise order for eigenvalue computation. This implementation uses orthogonal transformations to diagonalize symmetric matrices.
- Anld.m: Arnoldi iteration algorithm for generating upper Hessenberg matrices. The method builds an orthogonal basis for Krylov subspaces, essential for large-scale eigenvalue problems.
- Zuisu.m: Steepest descent method for solving linear systems. The implementation iteratively minimizes the residual using gradient direction updates.
- CG.m: Conjugate gradient method for solving symmetric positive definite linear systems. The algorithm optimizes convergence by maintaining conjugate search directions.
- BCG.m: Biconjugate gradient method for solving general linear systems. This extension handles nonsymmetric matrices using dual orthogonalization processes.
Each core function has a corresponding example function named with the *Example.m suffix, demonstrating proper usage and verification of the algorithms. These detailed implementations should facilitate effective utilization of the package for numerical linear algebra computations.
- Login to Download
- 1 Credits