MatrixAlgebraKit.jl

A Julia interface for matrix algebra, with a focus on performance, flexibility and extensibility.

Installation

MatrixAlgebraKit.jl is part of the general registry, and can be installed through the package manager:

pkg> add MatrixAlgebraKit

Key features

The main goals of this package are:

• Definition of a common interface that is sufficiently expressive to allow easy adoption and extension.
• Ability to pass pre-allocated output arrays where the result of a computation is stored.
• Ability to easily switch between different backends and algorithms for the same operation.
• First class availability of pullback rules that can be used in combination with different AD ecosystems.

User Interface

On the user-facing side of this package, we provide various implementations and interfaces for different matrix algebra operations. These operations typically follow some common skeleton, and here we go into a little more detail to what behavior can be expected.

• Compositions
• Decompositions
• • QR and LQ Decompositions
  • Eigenvalue Decomposition
  • Schur Decomposition
  • Singular Value Decomposition
  • Polar Decomposition
  • Orthogonal Subspaces
  • Null Spaces
• Truncations
• Matrix functions