A Julia package for representing banded matrices

This package supports representing banded matrices by only the entries on the bands.

One can create banded matrices of type `BandedMatrix`

as follows:

```
bzeros(m,n,l,u) # creates a banded matrix of zeros, with l sub-diagonals and u super-diagonals
brand(m,n,l,u) # creates a random banded matrix, with l sub-diagonals and u super-diagonals
bones(m,n,l,u) # creates a banded matrix of ones, with l sub-diagonals and u super-diagonals
beye(n,l,u) # creates a banded n x n identity matrix, with l sub-diagonals and u super-diagonals
```

Specialized algebra routines are overriden, include `*`

and `\`

:

```
A = brand(10000,10000,4,3) # creates a 10000 x 10000 matrix with 4 sub-diagonals
# and 3 super-diagonals
b = randn(10000)
A*b # Calls optimized matrix*vector routine
A*A # Calls optimized matrix*matrix routine
A\b # Calls optimized matrix\vector routine
```

Currently, only column-major ordering is supported: a banded matrix `B`

```
[ a_11 a_12
a_21 a_22 a_23
a_31 a_32 a_33 a_34
a_42 a_43 a_44 ]
```

is represented as a `BandedMatrix`

with a field `B.data`

representing the matrix as

```
[ * a_12 a_23 a_34
a_11 a_22 a_33 a_43
a_21 a_32 a_43 *
a_31 a_42 * * ]
```

`B.l`

gives the number of subdiagonals (2) and `B.u`

gives the number of super-diagonals (1). Both `B.l`

and `B.u`

must be non-negative at the moment.

03/23/2016

14 days ago

210 commits