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Provide inv and det of Tridiagonal and SymTridiagonal matrices #5358

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merged 5 commits into from
Jan 12, 2014

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jiahao
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@jiahao jiahao commented Jan 11, 2014

This PR provides fast methods for computing the inverse and determinant of Tridiagonal (and SymTridiagonal) matrices.

@@ -351,7 +420,7 @@ type LUTridiagonal{T} <: Factorization{T}
# end
end
lufact!{T<:BlasFloat}(A::Tridiagonal{T}) = LUTridiagonal{T}(LAPACK.gttrf!(A.dl,A.d,A.du)...)
lufact!(A::Tridiagonal) = lufact!(float(A))
lufact!{T<:Integer}(A::Tridiagonal{T}) = lufact!(float(A))
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This excludes rational matrices, but I think we'll have LU implementations in julia soon, so maybe it doesn't matter.

@andreasnoack
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Besides the minor comment, I think this looks fine.

@jiahao
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jiahao commented Jan 12, 2014

Yes, it would be irrational to leave out the Rationals before we had a type-stable computation for them.

jiahao added a commit that referenced this pull request Jan 12, 2014
Provide inv and det of Tridiagonal and SymTridiagonal matrices
@jiahao jiahao merged commit 43ec0e3 into master Jan 12, 2014
@jiahao jiahao deleted the cjh/tridiag-invdet branch January 12, 2014 17:13
@jiahao jiahao mentioned this pull request Feb 18, 2014
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3 participants