Top 13 Eigenvalue Open-Source Projects

• eiten

  4 2,694 0.0 Python

  Statistical and Algorithmic Investing Strategies for Everyone

• Linear-Algebra-With-Python

  1 2,160 0.0 Jupyter Notebook

  Lecture Notes for Linear Algebra Featuring Python. This series of lecture notes will walk you through all the must-know concepts that set the foundation of data science or advanced quantitative skillsets. Suitable for statistician/econometrician, quantitative analysts, data scientists and etc. to quickly refresh the linear algebra with the assistance of Python computation and visualization.

Project mention: Python for Econometrics for Practitioners [Free Online Courses] | /r/CompSocial | 2023-08-24

Linear Algebra with Python: This training will walk you through all the must-know concepts that set the foundation of data science or advanced quantitative skill sets. Suitable for statisticians, econometricians, quantitative analysts, data scientists, etc. to quickly refresh linear algebra with the assistance of Python computation and visualization. Core concepts covered are: linear combination, vector space, linear transformation, eigenvalues and -vector, diagnolization, singular value decomposition, etc.

• InfluxDB

  www.influxdata.com featured

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• gosl

  0 1,808 7.1 Go

  Linear algebra, eigenvalues, FFT, Bessel, elliptic, orthogonal polys, geometry, NURBS, numerical quadrature, 3D transfinite interpolation, random numbers, Mersenne twister, probability distributions, optimisation, differential equations.

• lapack

  7 1,403 9.3 Fortran

  LAPACK development repository

  

Project mention: Linus Torvalds adds arbitrary tabs to kernel code | news.ycombinator.com | 2024-04-17

Indentation by steps of 3 spaces is common in old Fortran 77 code. This is LAPACK for example. Scroll down to about line 400 to see actual code, not comments.

https://github.com/Reference-LAPACK/lapack/blob/master/SRC/c...

• vsl

  3 329 8.6 V

  V library to develop Artificial Intelligence and High-Performance Scientific Computations

  

Project mention: VSL; Vlang's Scientific Library | /r/vlang | 2023-06-09

• Tiger

  4 107 5.0 C++

  C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators (by hosseinmoein)

• ArnoldiMethod.jl

  1 93 8.4 Julia

  The Arnoldi Method with Krylov-Schur restart, natively in Julia.

  

Project mention: What Is a Schur Decomposition? | news.ycombinator.com | 2024-03-04

For large and matrices you can use the (restarted) Arnoldi method to compute a partial Schur decomposition AQ=QR where Q is tall and skinny and R has a few dominant eigenvalues on the diagonal (i.e. eigenvalues on the boundary of the convex hull).

MATLAB uses ARPACK's implementation of this when you call `eigs`

I wrote my own implementation ArnoldiMethod.jl in julia, which unlike MATLAB/ARPACK supports arbitrary number types, and also should be more stable in general, and equally fast.

[1] https://github.com/JuliaLinearAlgebra/ArnoldiMethod.jl

• SaaSHub

  www.saashub.com featured

  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

• sparse-linear-algebra

  0 87 0.0 Haskell

  Numerical computation in native Haskell

• russell

  1 69 9.9 Rust

  Rust Scientific Libary. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers. ODE and DAE solvers. Probability distributions. Tensor calculus.

• eigenlearning

  5 49 3.3 Jupyter Notebook

  codebase for "A Theory of the Inductive Bias and Generalization of Kernel Regression and Wide Neural Networks"

• SLICOT-Reference

  2 40 3.6 Fortran

  SLICOT - A Fortran subroutines library for systems and control

  

• Burkardt-Fortran-90

  1 39 8.2

  Classification of John Burkardt's many Fortran 90 codes

Project mention: What numerical libraries (besides LAPACK) do you normally use in Fortran? | /r/fortran | 2023-06-09

I have used many codes by John Burkardt https://people.sc.fsu.edu/~jburkardt/f_src/f_src.html and classified them at https://github.com/Beliavsky/Burkardt-Fortran-90 .

• BohemianMatrices

  3 7 0.0 Python

  Visualizing the distribution of complex eigenvalues of random matrices.

Eigenvalues related posts

• What Is a Schur Decomposition?

  2 projects | news.ycombinator.com | 4 Mar 2024

• Is Rust going to become a language for scientific computing and data analysis anytime soon?

  3 projects | /r/rust | 28 Apr 2023

• [R] Neural Tangent Kernel Eigenvalues Accurately Predict Generalization

  1 project | /r/ResearchML | 26 Oct 2021

• [R] Neural Tangent Kernel Eigenvalues Accurately Predict Generalization

  3 projects | /r/MachineLearning | 25 Oct 2021

• Beautiful pictures in algebra?

  1 project | /r/math | 1 Jul 2021

• eigenvalues of random matrices (bohemian eigenvalues)

  3 projects | /r/generative | 30 Jun 2021

• eigenvalues of random matrices (bohemian eigenvalues kinda)

  3 projects | /r/generative | 27 Jun 2021
• A note from our sponsor - InfluxDB
  www.influxdata.com | 11 May 2024

  Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality. Learn more →

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