Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

Collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.

SP-TFF code package aims to present a methodology for high-resolution polarization analysis and filtering of seismic signals in the TF-domain. The main developments in this research work are: (a) reformulation of the eigenvalue decomposition polarization analysis (EDPA) in TF-domain, (b) combining the SP-TFR to the formulation to obtain high-res…

Three C++ projects assigned for the Numerical Methods for Electrical Engineering (EE 242) course in the Spring 2021 semester.

Integrated Interface for libraries of eigenvalue decomposition

Julia interface for ANDES, a power system tool for symbolic modeling and numerical simulation

The code for generalized eigenvalue problem

GMRES algorithm implementation for the numerical solution of an indefinite non-symmetric system of linear equations.

Gradient-based Fantope projection and selection algorithm for sparse PCA

JAMA : A Java Matrix Package. Fork of the original project.

Python code to calculate properties of a Kelvin wave trapped at a ridge

Tensor calculations and matrix analysis.

A solver for the eigenmodes of an unstable viscoelastic jet

Power methods for top Singular/EigenValue calculation

Collection of physics related neural networks for solving differential equations.

Program to calculate Determinant, Eigen Values, Eigen Vectors of a Matrix

Eigen-decomposition library for quantum statistical physics

Iterative matrix-free eigensolver (Davidson-Liu algorithm) with ndarray