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Contributed repositories
[17] c-permutation-avoiding-convolution (C) [GitHub]
Permutation-avoiding convolution kernels.
[16] cpp-green (C++) [GitHub]
Dynamic programming algorithms for high order derivatives of anisotropic Green’s functions.
[15] cpp-hashin-shtrikman (C++, Python) [GitHub]
A piecewise polynomial approximation scheme based on the Hashin-Shtrikman variational principle of polycrystals.
[14] cpp-minkowski (C++) [GitHub]
Semi analytical boundary solve of non-convex tessellation and computation of high order Minkowski tensors.
[13] cpp-n-pcf (C++) [GitHub]
Algorithms for the computation of n-points correlation functions.
[12] fortran-get-vol-omp (Fortran) [GitHub]
Multithreaded subroutines to solve non-convex tessellations and associated statistics.
[11] Ginkgo (C++) [GitHub]
Randomized Gram-Schmidt orthogonalization for GMRES.
[10] julia-global-spd-spai (Julia) [GitHub]
Global iterative methods for the computation of sparse approximate inverses of symmetric positive-definite matrices.
[09] julia-gp-circulant-embedding (Julia) [GitHub]
Circulant embedding method to simulate Gaussian processes.
[08] julia-iterative-low-rank (Julia) [GitHub]
Randomized short-recurrence iterative methods for approximate low-rank matrix factorizations.
[07] julia-jacobi-davidson (Julia) [GitHub]
(Jacobi-)Davidson methods with different orthogonalization procedures and their randomized variants.
[06] julia-lobpcg (Julia) [GitHub]
Stable implementations of LOBPCG.
[05] julia-phd-krylov-spdes (Julia) [GitHub]
Preconditioning strategies for stochastic elliptic PDEs.
[04] matrix-market (.mtx) [GitHub]
Sparse matrices made available in Matrix Market format.
[03] py-deflation (Python) [GitHub]
Deflation strategies of conjugate gradient algorithms.
[02] py-lobpcg (Python) [GitHub]
Stable implementations of LOBPCG.
[01] venkovic.github.io/NLA-for-CS-and-IE (.ipynb, .pdf) [GitHub]
Numerical linear algebra class for computational science and information engineering, TU Munich.
Principal Investigator