Matrix Calculus and Multivariate Statistics

This respository contains projects made for the Matrix Calculus and Multivatiate Statistics course at the AGH UST in 2024 by 2 students (one team). All provided algorithms are from scratch as a result of their work after hours. Given tasks were intended to teach us how to apply mathematical solutions in Machine Learning in order to obtain faster and more efficient code performance. Below are presented topics of solved tasks.

Matrix Calculus

Project 1

• traditional matrix multiplication

• recursive Strassen algorithm

Project 2

• Gauss elimination algorithm without pivoting

• Gauss elimination algorithm with pivoting

• LU factorization algorithm without pivoting

• LU factorization algorithm with pivoting

Project 3

Multivariate Statistics

Project 4

under construction

Technology stack

• Python
• Latex