Project name

This project is a part of a numerical analysis course. It implements following algorithms:

• QR-factorization using Householder reflections
• Modification of QR-factorization for Linear Least Squares (LLS) problem
• LLS solver using QR-decomposition method
• Backwards Gaussian Elimination
• Hessenberg reduction using Householder reflections
• Modification of QR-factorization for upper-hessenberg matrices
• Regular QR-algorithm
• Shifted QR-algorithm with Hessenberg decomposition

Documentation

See report/report.pdf for implementation notes (ru). Most functions include proper in-code documentation (en).

Requirements

• Requires C++17 support

Dependencies

Firstparty

• prototyping_utils

Thirdparty

• Eigen

License

This project is licensed under the MIT License - see the LICENSE.md for details