C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators

divide-and-conquer eigenvalues algorithm for symmetric tridiagonal matrix, designed by Cuppen

Solves the tridiagonal linear system Ax = d for x using the tridiagonal matrix algorithm (i.e. the Thomas algorithm).

A collection of python implementations using SWIG, Instant, F2PY... Optimization like Least Squares Levenberg-Marquardt. Boundary Value problem solvers. Integration Simpson/Trapezoidal. Interpolation like Cubic spline. Tridiagonal/pentadiagonal system of equations solver. Linear algebra like Matrix inversion (Gauss-Jordan) and much more

In numerical linear algebra, the tridiagonal matrix algorithm, also known as the Thomas algorithm (named after Llewellyn Thomas), is a simplified form of Gaussian elimination that can be used to solve tridiagonal systems of equations.

Solvers for tridiagonal block matrix systems

A generic Chang and Cooper solver for Fokker-Planck style equations

C/C++ implementation of fast estimation of largest eigenvalue based on the Power method.

Fun Matlab exercise by our teacher at CEID.

Matrix classes for matrices that are block-tridiagonal and sparse, and simply "block sparse". These talk together, and furthermore containts an algorithm for inversion of the block-tridiagonal version. Much faster than the numpy and scipy equivalents when a particular matrix is block tridiagonal and large enough.

Solve tridiagonal system of equation in parallel