![]() , 0) is obviously a solution to the system and is called the trivial solution (the most obvious solution). Since there is no constant term present in the homogeneous systems, (x₁, x₂. Matrix factorizations (a.k.a.Solving Homogeneous System of Linear EquationsĪ homogeneous system may have two types of solutions: trivial solutions and nontrivial solutions. Given F, Julia employs an efficient algorithm for (F+μ*I) \ b (equivalent to (A+μ*I)x \ b) and related operations like determinants. If you need to solve many systems of the form (A+μI)x = b for the same A and different μ, it might be beneficial to first compute the Hessenberg factorization F of A via the hessenberg function. To see the UniformScaling operator in action: julia> U = UniformScaling(2) ĮRROR: DimensionMismatch("matrix is not square: dimensions are (2, 3)") Multiplication with the identity operator I is a noop (except for checking that the scaling factor is one) and therefore almost without overhead. For A+I and A-I this means that A must be square. The size of these operators are generic and match the other matrix in the binary operations +, -, * and \. ![]() The identity operator I is defined as a constant and is an instance of UniformScaling. Lower triangular matrix with unit diagonalĪn optimized method for matrix-matrix operations is availableĪn optimized method for matrix-vector operations is availableĪn optimized method for matrix-scalar operations is availableĪn optimized method to find all the characteristic values and/or vectors is availableĪn optimized method to find the ilth through the ihth characteristic values are availableĪn optimized method to find the characteristic values in the interval is availableĪn optimized method to find the characteristic vectors corresponding to the characteristic values x= is availableĪ UniformScaling operator represents a scalar times the identity operator, λ*I. Upper triangular matrix with unit diagonal The following tables summarize the types of special matrices that have been implemented in Julia, as well as whether hooks to various optimized methods for them in LAPACK are available. Julia features a rich collection of special matrix types, which allow for fast computation with specialized routines that are specially developed for particular matrix types. Matrices with special symmetries and structures arise often in linear algebra and are frequently associated with various matrix factorizations. The left-division operator is pretty powerful and it's easy to write compact, readable code that is flexible enough to solve all sorts of systems of linear equations. The \ operation here performs the linear solution. SB has been tagged as a matrix that's (real) symmetric, so for later operations we might perform on it, such as eigenfactorization or computing matrix-vector products, efficiencies can be found by only referencing half of it. Julia provides some special types so that you can "tag" matrices as having these properties. Often it's possible to write more efficient code for a matrix that is known to have certain properties e.g. Here, Julia was able to detect that B is in fact symmetric, and used a more appropriate factorization. Compare with: julia> B = ģ×3 Tridiagonal: Since A is not Hermitian, symmetric, triangular, tridiagonal, or bidiagonal, an LU factorization may be the best we can do. See the documentation on factorize for more information. ![]() In addition, Julia provides many factorizations which can be used to speed up problems such as linear solve or matrix exponentiation by pre-factorizing a matrix into a form more amenable (for performance or memory reasons) to the problem. Basic operations, such as tr, det, and inv are all supported: julia> A = Īs well as other useful operations, such as finding eigenvalues or eigenvectors: julia> A = In addition to (and as part of) its support for multi-dimensional arrays, Julia provides native implementations of many common and useful linear algebra operations which can be loaded with using LinearAlgebra.
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