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oxinabox
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This PR adds large matrix inversion.

I feel it might fit here under the category of "A place to experiment with fast linear algebra routines written in Julia"
It is hard to find a home for this code.

But it is really quiet useful and fast.

It was mostly written by Mahdi Jamei. (Who I do not think is on Github).
I just did some cleanup, and optimisations and am handling releasing it somewhere open source

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Codecov Report

Merging #46 into master will decrease coverage by 21.88%.
The diff coverage is 45.45%.

Impacted file tree graph

@@             Coverage Diff             @@
##           master      #46       +/-   ##
===========================================
- Coverage   72.77%   50.88%   -21.89%     
===========================================
  Files          10       11        +1     
  Lines        1381     1411       +30     
===========================================
- Hits         1005      718      -287     
- Misses        376      693      +317
Impacted Files Coverage Δ
src/inv.jl 45.45% <45.45%> (ø)
src/eigenGeneral.jl 34.78% <0%> (-44.1%) ⬇️
src/householder.jl 39.74% <0%> (-42.54%) ⬇️
src/cholesky.jl 67.64% <0%> (-32.36%) ⬇️
src/qr.jl 72.54% <0%> (-25.5%) ⬇️
src/tridiag.jl 53.84% <0%> (-23.08%) ⬇️
src/lapack.jl 28.04% <0%> (-22.77%) ⬇️
src/eigenSelfAdjoint.jl 69.44% <0%> (-16.95%) ⬇️
src/svd.jl 59.1% <0%> (-16.6%) ⬇️
src/rectfullpacked.jl 78.57% <0%> (-7.54%) ⬇️
... and 2 more

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@oxinabox
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oxinabox commented May 2, 2019

@andreasnoack can you take a look at this?

@andreasnoack
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I have quite a bit on my plate for the time being but will review this eventually.

@oxinabox
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oxinabox commented Oct 8, 2020

bump

@ViralBShah
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May I suggest we merge this so long as the tests are passing? @oxinabox In case you would be up for refreshing, that is.

@andreasnoack
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Do we know anything about the error properties of this algorithm?

@oxinabox
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I don't.
I know in practice it is not great, but it is usable.
I didn't do the math for working this out, i just tidied up the code and made the PR

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4 participants