[boost] [gsoc18][ublas] Proposal to add advanced matrix operations

Subject: [boost] [gsoc18][ublas] Proposal to add advanced matrix operations
From: SHIKHAR SRIVASTAVA (shikharsri1996_at_[hidden])
Date: 2018-01-19 06:37:15

Hi everyone,

I am a 4th year undergraduate student pursuing a degree in Computer Science
and Engineering. I have strong programming experience in C++ through
internships, self projects and programming events. I wish to be a part of
gsoc18 under boost and am particularly interested in the linear algebra
library Boost.ublas.

The ublas library can be made more useful for Machine Learning applications
like recommendation systems, clustering and classification, pattern
recognition by adding some operations required in those.
I propose to add advanced matrix operations to ublas including -

   1. Triangular Factorisation (LU and Cholesky)
   2. Orthogonal Factorisation (QR and QL)
   3. Operations to find Singular Value lists
   4. Eigenvalue algorithms
   5. Singular Value Decomposition (SVD)
   6. Jordan Decomposition
   7. Schur Decomposition
   8. Hessenberg Decomposition

This is a very brief description of what I would like to propose. Any
suggestions that help in refining the requirements before making a draft
proposal  would be great.

Regards
Shikhar Srivastava
Github: https://github.com/shikharsrivastava