Math 504 – Matlab Routines in Lectures

  • clGS.m : Classical Gram-Schmidt procedure
  • redSVD.m : Reduced SVD via Eigenvalue Decomposition
  • qrHH.m : Full QR Factorization by Householder Reflectors
  • myQR :  Reduced QR Factorization by Gram-Schmidt
  • myLU : Computes LU factorization
  • myLU_pivot : Computes LU factorization using partial pivoting
  • poweriter.m : Power iteration to compute the dominant eigenvector
  • inverseiter.m : Inverse iteration to compute the eigenvector corresponding to an eigenvalue closest to a prescribed target
  • QRsval.m : QR Algorithm to compute singular values (a naive implementation)
  • myGMRES.m : A naive implementation of the GMRES method (the Krylov subspace method to solve a linear system)