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RecursiveFactorization

RecursiveFactorization.jl is a package that collects various recursive matrix factorization algorithms.

Implemented Algorithms:

Sivan Toledo's recursive left-looking LU algorithm. DOI: 10.1137/S0895479896297744

Usage:

RecursiveFactorization does not export any functions.

julia> using RecursiveFactorization

julia> A = rand(5, 5);

julia> RecursiveFactorization.lu(A); # out-of-place

julia> RecursiveFactorization.lu!(copy(A)); # in-place

julia> RecursiveFactorization.lu!(copy(A), Vector{Int}(undef, size(A, 2))); # in-place w/ pivoting vector

Performance:

For small to medium sized matrices, it is beneficial to use RecursiveFactorization over OpenBLAS. The benchmark script is available in perf/lu.jl

lubench