ToeplitzMatrices.jl

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Direct Linear Solvers for Symmetric Positive Definite Toeplitz Matrices

11

# Overview This PR adds implementations of the Durbin and Levinson algorithms that improve on the performance of StatsBase's implementations by a factor of two for larger matrices. The performance...

SebastianAment

Unable to invert Toeplitz matrices

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``` julia> using FFTW julia> using ToeplitzMatrices julia> y = SymmetricToeplitz([1, 2, 3]) 3×3 SymmetricToeplitz{Int64}: 1 2 3 2 1 2 3 2 1 julia> inv(y) ERROR: MethodError: no method...

ParadaCarleton

Calling `copy(A)` for `A::Toeplitz` falls back to `copy(AbstractArray)`, and then returns a dense, populated `Array`, instead of a new `Toeplitz`. (This has an interesting side effect: it allows `LinearAlgebra.det(A)` to...

BenjaminRemez

Migration to IterativeSolvers, bug fixes, increased coverage

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# Iterative Solvers The main goal of this PR is to use the iterative solver routines from IterativeSolvers.jl. To this end, new features include: - Solves with rectangular systems via...

SebastianAment

Add support for Hermitian Toeplitz matrices ?

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Currently there seem to be no specific way to handle Hermitian Toeplitz matrices in Julia. Using currently available constructors, I managed the small benchmark below ``` using LinearAlgebra, ToeplitzMatrices, BenchmarkTools...

BambOoxX

Add support for block Topelitz matrices

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Many applications (such as MIMO control, filtering, etc.) have block Topelitz matrices involved. Currently, this library only seems to support scalar Toeplitz matrices, so it would be nice to extend...

imciner2

A'x falls back on generic mul

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Currently, `A'x` where `A::Toeplitz` falls back onto a generic and slow method. By defining ```julia function LinearAlgebra.Adjoint(A::Toeplitz{T}) where T At = Toeplitz(A.vr, A.vc) end ``` the problem is mitigated and...

baggepinnen

Linear System Solver for Toeplitz slow and does not agree with LU-algorithm

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I used your package for the first time today and experienced strange results solving linear systems of Toeplitz matrices: ``` julia> using ToeplitzMatrices, BenchmarkTools, LinearAlgebra julia> x = rand(1_000); y=rand(1_000);...

Firionus

Add support for band

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The following that works for a BandedMatrix and should also work with a ToeplitzMatrix: ``` julia A[band(1)] # get the first super-diagonal as a vector A[band(-1)] = 2 # set...

dlfivefifty

Bump julia-actions/setup-julia from 1 to 2

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Bumps [julia-actions/setup-julia](https://github.com/julia-actions/setup-julia) from 1 to 2. Release notes Sourced from julia-actions/setup-julia's releases. v2.0.0 - Update to Node20 What's Changed update to node20 by @​ranocha in julia-actions/setup-julia#209 Note the rationale for...

dependabot[bot]