2_num_lin_alg

Harvard Applied Math 205: Code Examples

Unit 2: Numerical Linear Algebra

norm.py

This program demonstrates how the value of the norm ||x||_p changes as a function of p, for an arbitrary vector x.

timing_test.py

This program demonstrates two different timing routines in Python: the clock function for measuring processor time, and time function for measuring wall clock time.

lu_time.py

This program measures the time taken by Python's LU factorization routine, as a function of the matrix size. (Note that Python's linear algebra routines are based on the LAPACK library, a highly optimized library for dense matrix calculations.)

chol_time.py

The program measures the time taken by Python's Cholesky factorization routine, as a function of the matrix size.