Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This extends
LinearAlgebra
's LDLT for the symmetric tridiagonal type to symmetric banded matrices.I think it's good to have a linear system solver written in plain Julia because currently
lu
andcholesky
pipe directly into LAPACK andqr
uses some BLAS functions.There's no pivoting (there's no pivoting for
SymTridiagonal
either) but unlike Cholesky it may not fail just because the matrix is indefinite.