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MatrixFactorizations

A Julia package to contain non-standard matrix factorizations

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MatrixFactorizations.jl

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A Julia package to contain non-standard matrix factorizations. At the moment it implements the QL, RQ, and UL factorizations, a combined Cholesky factorization with inverse, and polar decompositions. In the future it may include other factorizations such as the LQ factorization.

QL Factorization

The QL Factorization is analogous to the QR factorization but with a lower-triangular matrix:

julia> using MatrixFactorizations

julia> A = randn(5,5);

julia> ql(A)
MatrixFactorizations.QL{Float64,Array{Float64,2}}
Q factor:
5×5 MatrixFactorizations.QLPackedQ{Float64,Array{Float64,2}}:
  0.155574  -0.112555   -0.686362   -0.701064   0.0233276
  0.363037  -0.0583277  -0.0329428   0.152682   0.916736 
 -0.670742   0.294355   -0.547867    0.347157   0.206843 
 -0.61094   -0.566041    0.324432   -0.353128   0.276396 
  0.144425  -0.759527   -0.349868    0.489877  -0.199681 
L factor:
5×5 Array{Float64,2}:
 -1.75734     0.0         0.0        0.0       0.0   
 -0.58336    -2.08515     0.0        0.0       0.0   
  0.0213518   0.0722477  -2.01325    0.0       0.0   
  0.930364   -0.46796    -0.322493  -2.9091    0.0   
  1.08725     0.746217    0.549688  -1.10194  -2.0581

julia> b = randn(5); ql(A) \ b ≈ A \ b
true

First Commit

03/11/2019

Last Touched

11 days ago

Commits

49 commits

Requires: