jinanloubani / high_dimensional_numerical_analysis

High_Dimensional_Numerical_Analysis

The notebook Méthode_Puissance presents the behavior of various strategies associated with the power method, or reverse power.

In the notebook Méthode_QR, we implement the QR algorithm by refining the method with the Hessenberg formatting.

In the notebook Krylov, we implement Krylov subspaces method for the computation of eigen elements.

The notebook Gradient_Conjugue compares the various “basic” iterative methods of resolution with the algorithm of the conjugate gradient for the resolution of a linear system whose matrix is symmetric definite positive.

In the notebook GMRES, we implement the method GMRES and use it to solve Burgers equation.