QR Algorithm for finding eigenvalues & eigenvectors of a symmetric matrix using QR factorization with Householder reflections

Developed a program to multiply two large matrices by using multiple threads. After that, Synchronously computed resultant matrix by dividing the whole task between different number of threads within efficient amount of time.

Comparison of different implementations of the Cholesky decomposition method on different open-source languages and Matlab, for the resolution of linear systems for sparse, symmetric and positive definite matrices.

Matlab matrix with unlimited size and single-digit precision

Comparing three different Generalized Thresholding Estimators For Large Covariance Matrices. soft-thresholding, hard-thresholding, and adaptive-soft-thresholding Estimators.