A powerful string expression evaluator for VBA and LO Basic, which puts more than 100 mathematical, statistical, financial, date-time, logic and text manipulation functions at the user's fingertips.

Python implementation of Cholesky Decomposition

CVM Class Library

Numerical Method Codes in Python

Functions for Wishart distributions, including sampling from the inverse Wishart and sampling from the Cholesky factorization of a Wishart.

Efficient Updates to Cholesky Factors after Matrix Modifications

Numerical solution of the three-dimensional Poisson equation via the incomplete Cholesky factorization conjugate gradient method

Numerical solution of the three dimensional transient heat equation.

This package contains implementations of efficient representations and updating algorithms for Cholesky factorizations.

Homework for the Multiprocessor Structures course @ ACS, UPB 2020

C# tool that computes Cholesky decomposition

Cholesky decomposition algorithm of skyline matrices

Numerical solution of the 3D Poisson equation using the incomplete Cholesky conjugate gradient method.

Applied Linear Algebra

numerical solution of the 3D Poisson equation using the incomplete Cholesky conjugate gradient method.

Comparison of open-source and proprietary software environments in solving the common problem of Matrix Decomposition

Cholesky decomposition implementation in Fortran using the Cholesky–Banachiewicz algorithm

Gibbs sampling and Cholesky factorization to simulate from Multivariate Normal distributions

Optimizing Cholesky Factorization with Intel AVX Instructions

Solving the Least Squares Problem via reduced QR factorization by Gram-Schmidt and by Householder triangularization.