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Algebra
ssf+un
Landau y Paez
Ax = b
AN N xN 1 = bN 1
Matrix Multiplication
C = AB
Linear Combinations
C = Ax + By
Thursday, November 14, 13
Eigenvalue problems
Ax = b
Matrix Decomposition
A = LU
...
Gauss elimination: Very efficient, can also find the rank of a matrix,
and compute the inverse of a square matrix, http://en.wikipedia.org/wiki/
Gaussian_elimination
...
BLAS
GSL
Check!
introGSL.cpp
gslMatrixBasic.cpp
gslVectorBasic.cpp
blas.c
blasV2.c
gsllinalgLU.cpp
gsllinalgQRls.cpp
gsllinalgCholeski.cpp
eigen_nonsymmMOD.c
Matrices: Exercises
Matrices: Exercises
Fully templated
Quickref (1)
Quickref (2)
Eigen Solvers
Matrix type
Linear Systems
Python example 1
import
Python example II
std::chronos
or clock
timeit
Exercise/Homework
Final result: Several figures, one per method (QR and LU and simple
solve). Each figure showing user-time versus matrix size per library/
method (several curves per figure).
Details:
Initialize randomly the matrices at each time step using seed=0 and
srand48 or srand if needed explicitly.