The new SkewLinearAlgebra package provides specialized matrix types, optimized methods of LinearAlgebra functions, and a few entirely new functions for dealing with linear algebra on skew-Hermitian matrices, especially for the case of real skew-symmetric matrices.
In particular, it defines new SkewHermitian and SkewHermTridiagonal matrix types supporting optimized eigenvalue/eigenvector, Hessenberg factorization, and matrix exponential/trigonometric functions. It also provides functions to compute the Pfaffian of real skew-symmetric matrices, along with a Cholesky-like factorization.
See the SkewLinearAlgebra Documentation for details.
This package was largely written by Simon Mataigne, thanks to support from UCLouvain and the MIT–Belgium program.