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Specialized solvers for Diagonal matrices #5263

Merged
merged 3 commits into from
Jan 1, 2014
Merged

Specialized solvers for Diagonal matrices #5263

merged 3 commits into from
Jan 1, 2014

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jiahao
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@jiahao jiahao commented Dec 30, 2013

This PR provides generic linear solvers, eigensystem solvers and singular value solvers for Diagonal matrices.

Where possible, the tests go beyond the standard BlasFloat numeric types to include Float16, BigFloat and their complex analogues.

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jiahao commented Dec 30, 2013

Ready to merge after rebasing from #5255 and code review

end

#Generic solver using naive substitution
function naivesub!(A::Triangular, b::AbstractVector, x::AbstractVector=b)
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Why not A_ldiv_B!? I would also prefer overwriting the right hand side. It is more in line with BLAS.

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The triangular stuff shouldn't be in this pull request, right?

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jiahao commented Dec 30, 2013

Indeed it shouldn't; however, I developed this branch off solve-triu, so the entire trunk is now part of this PR. It will need to be rebased and merged separately.

- New subtraction, scalar multiplication, division methods
- New linear solver, eigensystem solver, singular solver methods
jiahao added a commit that referenced this pull request Jan 1, 2014
Specialized solvers for Diagonal matrices
@jiahao jiahao merged commit 7cfcb49 into master Jan 1, 2014
@jiahao jiahao deleted the cjh/solve-diag branch January 1, 2014 17:52
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2 participants