My use case is for representing differential operators as almost banded
operators, as in
• S. Olver & A. Townsend (2013), A fast and well-conditioned
spectral method, SIAM Review, 55: 462–489.
so that general linear ODEs can be solved in O(n) operations using QR with
Givens rotations. I've implemented my own BandedArray (in ApproxFun.jl) which
does the trick, but I reckon the speed could be improved greatly.
On 16 Feb 2014, at 12:44 am, Jiahao Chen <[email protected]> wrote:
>> Is there a BandedArray data structure in Julia, or is there plans for one?
>
> Not that I'm aware of, although I have pondered while tinkering with
> the special matrices code that it might be useful to have a
> BandedArray to simplify the Diagonal, Bidiagonal and Tridiagonal
> codes. Do you have a particular use case in mind?
> Thanks,
>
> Jiahao Chen, PhD
> Staff Research Scientist
> MIT Computer Science and Artificial Intelligence Laboratory
>
>
> On Sat, Feb 15, 2014 at 12:06 AM, Sheehan Olver <[email protected]> wrote:
>>
>>
>> Is there a BandedArray data structure in Julia, or is there plans for one?
>> (using SparseArray seems slow, though perhaps I'm not doing it correctly.)
>>
>> Sheehan
