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BandedMatrices.jl

A Julia package for representing banded matrices

This package supports representing banded matrices by only the entries on the bands.

One can create banded matrices of type BandedMatrix as follows:

BandedMatrix(-1=> 1:5, 2=>1:3)     # creates a 6 x 6 banded matrix version of diagm(-1=> 1:5, 2=>1:3)
BandedMatrix((-1=> 1:5, 2=>1:3), (n,m))     # creates an n x m banded matrix with 1 sub-diagonals and u super-diagonals with the specified diagonals
BandedMatrix((-1=> 1:5, 2=>1:3), (n,m), (l,u))     # creates an n x m banded matrix with l sub-diagonals and u super-diagonals with the specified diagonals
BandedMatrix(FillArrays.Zeros(m,n), (l,u))    # creates a banded matrix of zeros, with l sub-diagonals and u super-diagonals
BandedMatrix(FillArrays.Ones(m,n), (l,u))     # creates a banded matrix of ones, with l sub-diagonals and u super-diagonals
BandedMatrix(FillArrays.Eye(n), (l,u))        # creates a banded  n x n identity matrix, with l sub-diagonals and u super-diagonals
brand(m,n,l,u)     # creates a random banded matrix, with l sub-diagonals and u super-diagonals

For more examples, see the documentation.

Specialized algebra routines are overriden, include * and \:

A = brand(10000,10000,4,3)  # creates a 10000 x 10000 matrix with 4 sub-diagonals
                            # and 3 super-diagonals
b = randn(10000)
A*b  #   Calls optimized matrix*vector routine
A*A  #   Calls optimized matrix*matrix routine
A\b  #   Calls optimized matrix\vector routine