There are no reviews yet. Be the first to send feedback to the community and the maintainers!
Repository Details
The main purpose of doing this project is to implement an effective algorithm for factorizing a sparse matrix into lower (L) and upper (U) matrices. The algorithm works on the basis of LU decomposition. I took into account the Markowitz criterion to maintain the sparsity of the matrix. Since the matrix is sparse, I used a different data structure, which in turn allows the program to run faster and use less memory. To test how the program works, it generates a random dense vector and solves a system of linear equations
