Computational-Linear-Algebra-algorithms

This repo consists of various Computational Linear Algebra algorithms written in MATLAB.

It contains code for the following algorithms -

1. QR Decomposition - Gram Schmidt method.
2. QR Decomposition - Householder reflectors.
3. QR Decomposition - Given rotation matrix method.
4. Convert QR to LU decomposition.
5. LU Decomposition with partial pivoting
6. Solve linear system of equations using LU Decomposition.
7. Solve linear system of equations using Jacobi method.
8. Solve linear system of equations using Gauss-Seidel method.
9. Convert matrix to hessenberg form.
10. Convert symmetric matrix to tri-diagonal matrix.
11. Cholesky Decomposition of positive definite matrix.
12. Find eigen-values of positive definite matrix.
13. Find singular values of a matrix.
14. Apply Principal Component Analysis(PCA) to compress an image.