search

zephyrproject-rtos / zscilib

An open-source scientific computing library for embedded systems running Zephyr OS or standalone.
https://zephyrproject-rtos.github.io/zscilib/
Apache License 2.0
131 stars 24 forks source link

Matrices: Other Factorisations to Consider #32

Open microbuilder opened 2 years ago

microbuilder commented 2 years ago

Some other matrix factorisations to consider for implementation in the future: https://nhigham.com/2022/05/18/the-big-six-matrix-factorizations/

sdalu commented 2 years ago

Example of LU decomposition: https://en.wikipedia.org/wiki/LU_decomposition#C_code_example

mkschreder commented 2 years ago

@sdalu control systems toolbox for zephyr provides this here: https://github.com/swedishembedded/control/blob/main/src/linalg/lup.c

We also have a whole range of decompositions and advanced algorithms..

https://github.com/swedishembedded/control/blob/main/src/sysid/sr_ukf_parameter_estimation.c https://github.com/swedishembedded/control/blob/main/src/linalg/svd_golub_reinsch.c