Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add large matrix inversion #46

Open
wants to merge 2 commits into
base: master
Choose a base branch
from

Conversation

oxinabox
Copy link

This PR adds large matrix inversion.

I feel it might fit here under the category of "A place to experiment with fast linear algebra routines written in Julia"
It is hard to find a home for this code.

But it is really quiet useful and fast.

It was mostly written by Mahdi Jamei. (Who I do not think is on Github).
I just did some cleanup, and optimisations and am handling releasing it somewhere open source

@codecov-io
Copy link

Codecov Report

Merging #46 into master will decrease coverage by 21.88%.
The diff coverage is 45.45%.

Impacted file tree graph

@@             Coverage Diff             @@
##           master      #46       +/-   ##
===========================================
- Coverage   72.77%   50.88%   -21.89%     
===========================================
  Files          10       11        +1     
  Lines        1381     1411       +30     
===========================================
- Hits         1005      718      -287     
- Misses        376      693      +317
Impacted Files Coverage Δ
src/inv.jl 45.45% <45.45%> (ø)
src/eigenGeneral.jl 34.78% <0%> (-44.1%) ⬇️
src/householder.jl 39.74% <0%> (-42.54%) ⬇️
src/cholesky.jl 67.64% <0%> (-32.36%) ⬇️
src/qr.jl 72.54% <0%> (-25.5%) ⬇️
src/tridiag.jl 53.84% <0%> (-23.08%) ⬇️
src/lapack.jl 28.04% <0%> (-22.77%) ⬇️
src/eigenSelfAdjoint.jl 69.44% <0%> (-16.95%) ⬇️
src/svd.jl 59.1% <0%> (-16.6%) ⬇️
src/rectfullpacked.jl 78.57% <0%> (-7.54%) ⬇️
... and 2 more

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update ccb13bc...c5e5a59. Read the comment docs.

@oxinabox
Copy link
Author

oxinabox commented May 2, 2019

@andreasnoack can you take a look at this?

@andreasnoack
Copy link
Member

I have quite a bit on my plate for the time being but will review this eventually.

@oxinabox
Copy link
Author

oxinabox commented Oct 8, 2020

bump

@ViralBShah
Copy link
Contributor

May I suggest we merge this so long as the tests are passing? @oxinabox In case you would be up for refreshing, that is.

@andreasnoack
Copy link
Member

Do we know anything about the error properties of this algorithm?

@oxinabox
Copy link
Author

I don't.
I know in practice it is not great, but it is usable.
I didn't do the math for working this out, i just tidied up the code and made the PR

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

4 participants