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LinearAlgebra.jl

A custom Linear Algebra Library in Julia designed to implement both core and advanced operations from scratch. This project serves as an educational and performance-focused foundation for numerical computing and future applications in areas such as machine learning and physics.

Features

Core Operations

  • Matrix and Vector types
  • Addition, Subtraction
  • Scalar and Matrix Multiplication
  • Transpose
  • Dot and Cross Product
  • Identity and Zero Matrices

Linear System Solvers

  • Gaussian Elimination
  • LU Decomposition
  • Back and Forward Substitution
  • Matrix Inversion
  • Determinant Calculation
  • Condition Number

Vector Spaces

  • Rank of a Matrix
  • Null Space / Kernel
  • Column and Row Space
  • Orthogonalization (Gram-Schmidt)
  • Orthonormal Basis
  • Vector Projection

Decompositions

  • QR Decomposition
  • Cholesky Decomposition
  • Eigenvalues and Eigenvectors
  • Singular Value Decomposition (SVD)

Performance and Usability

  • Julia Multiple Dispatch and Type Stability
  • Optimization with @inbounds, @simd, etc.
  • Unit Testing Suite
  • Full Julia Package Support
  • Documentation with Documenter.jl

Applications

  • Linear Regression via Normal Equation
  • Least Squares Solver
  • Principal Component Analysis (PCA)
  • Graph Laplacian Matrix

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