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(H+­μI) \ x solvers for Hessenberg factorizations #31853

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merged 40 commits into from
May 17, 2019
Merged

(H+­μI) \ x solvers for Hessenberg factorizations #31853

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e1539f9
first draft of new Hessenberg operations
stevengj Apr 26, 2019
6ca092d
fixes
stevengj Apr 27, 2019
c914120
more fixes and tests
stevengj Apr 27, 2019
02c4c02
fixes and tests
stevengj Apr 27, 2019
7e1e452
fix ambiguity
stevengj Apr 27, 2019
600abb4
fix complex shift, pretty-print
stevengj Apr 27, 2019
c029fd9
ambiguity fix
stevengj Apr 27, 2019
98abf8f
rdiv support
stevengj Apr 27, 2019
61ed19f
NEWS
stevengj Apr 27, 2019
6efdafe
adjoint support
stevengj Apr 27, 2019
b9b1786
add fast determinant for Hessenberg
stevengj Apr 28, 2019
984263c
slight simplification
stevengj Apr 28, 2019
69bcc9b
clarify citation
stevengj Apr 28, 2019
af0d995
tweaks
stevengj Apr 28, 2019
915c8cf
fast logdet
stevengj Apr 28, 2019
d462234
fix propertynames
stevengj Apr 28, 2019
63e7b5d
use RQ rather than QR for logabsdet to make memory access more consec…
stevengj Apr 28, 2019
f02bc4a
comment fix
stevengj Apr 28, 2019
014b9da
fix ambiguities
stevengj Apr 28, 2019
47786bc
comment typo
stevengj Apr 28, 2019
c4aef93
add another test
stevengj Apr 29, 2019
eecbc57
tweak
stevengj Apr 29, 2019
1b978e6
add UpperHessenberg type
stevengj May 1, 2019
53d870e
hessenberg docs
stevengj May 1, 2019
7ba75c4
tweak
stevengj May 1, 2019
4b6c12b
fix doc reference for non-exported HessenbergQ
stevengj May 1, 2019
330ca95
make τ type more generic
stevengj May 1, 2019
3d37fb2
update NEWS
stevengj May 1, 2019
8e2dbea
put shifts into Hessenberg object, store factors separately in prepar…
stevengj May 3, 2019
8d612b8
correct comment
stevengj May 3, 2019
9056d42
hessenberg for Hermitian matrices -> real-symmetric tridiagonal
stevengj May 10, 2019
9f5c32d
shifted solvers for symtridiag
stevengj May 10, 2019
1ecd267
rm redundant methods
stevengj May 11, 2019
ce05928
test workaround
stevengj May 11, 2019
01df020
news for tridiagonal Hessenberg
stevengj May 11, 2019
e4afbc4
grammar
stevengj May 13, 2019
2a91795
make sure Matrix(H.Q) is tested
stevengj May 15, 2019
ef3644f
rm workaround now that 32001 is merged
stevengj May 15, 2019
41ea262
clarifications
stevengj May 15, 2019
b3d33ed
fix typo
stevengj May 17, 2019
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news for tridiagonal Hessenberg
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@stevengj
stevengj committed May 15, 2019
commit 01df020ec3938a77b6a63f2820100f31796450aa
2 changes: 1 addition & 1 deletion NEWS.md
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Expand Up @@ -36,7 +36,7 @@ Standard library changes
* The BLAS submodule no longer exports `dot`, which conflicts with that in LinearAlgebra ([#31838]).
* `diagm` and `spdiagm` now accept optional `m,n` initial arguments to specify a size ([#31654]).

* `Hessenberg` factorizations `H` now support efficient shifted solves `(H+µI) \ b` and related operations, and there is also an `UpperHessenberg` matrix type ([#31853]).
* `Hessenberg` factorizations `H` now support efficient shifted solves `(H+µI) \ b` and related operations, does a specialized tridiagonal factorization for Hermitian matrices, and there is also a new `UpperHessenberg` matrix type ([#31853]).

#### SparseArrays

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