A numerical linear algebra library implemented using only Numpy arrays.

Features

Matrix Decompositions

• QR
  • Gram-Schmidt
  • Modified Gram-Schmidt
  • Householder Reflections
  • Givens Rotations
• Cholesky
  • Cholesky-Crout
  • Cholesky-Banachiewicz

Eigenpair Solvers

• Rayleigh Quotient Iteration (shifting)
• QR (shifting, pivoting)
• Power Iteration & Inverse Power Iteration (shifting)
• Lanczos Iteration

Other Features

• Gershgorin circle solver
• Column pivoting
• Matrix checks
  • Squareness
  • Invertibility via determinant and rank
  • Symmetry
  • Hermitian
  • Positive definiteness
  • Row/column, weak/strict diagonal dominance
• Matrix Shifts
  • Simple shift
  • Spectal shift
  • Wilkinson shift
  • Rayleigh quotient shift
• Standard, diagonal & non-diagonal Frobenius norm