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linearalgebra.md

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Julia's Extended Linear Algebra Interface

The following ArrayInterface functions extend Julia's Base LinearAlgebra interface to improve the ability to do generic linear algebra.

Generic Matrix Constructors

These functions allow for the construction of matrices from array information in a generic way. It handles cases like how if x is a vector on the GPU, its associated matrix type should also be GPU-based, and thus appropriately placed with zeros/undef values.

ArrayInterface.zeromatrix
ArrayInterface.undefmatrix

Generic Matrix Functions

These query allow for easily learning properties of a general matrix.

ArrayInterface.issingular

Factorization Instance Functions

These functions allow for generating the instance of a factorization's result without running the full factorization. This thus allows for building types to hold the factorization without having to perform expensive extra computations.

ArrayInterface.bunchkaufman_instance
ArrayInterface.cholesky_instance
ArrayInterface.ldlt_instance
ArrayInterface.lu_instance
ArrayInterface.qr_instance
ArrayInterface.svd_instance

Addtional Linear Algebra Interface Tools

If dealing with general linear algebra, consider:

  • LinearSolve.jl: An extended linear solving library with support for generic arrays.