[ANN] SkewLinearAlgebra.jl - optimized functions for skew-Hermitian matrices

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.


I’ve wanted this for a long time, thanks for making it!

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