If it's also sparse within the band, then you should probably use normal sparse CSC and call cholmod. If the matrix is dense within the band, then we don't have types for banded matrices yet but the lapack band cholesky should be accessible.
- [julia-users] Advice on factorisation of sparse banded syst... Matthew Pearce
- [julia-users] Advice on factorisation of sparse banded... Tony Kelman
