Hello,
Is there an optimized way to inverse a triangular matrix? I searched with Google, no luck.
Hello,
Is there an optimized way to inverse a triangular matrix? I searched with Google, no luck.
julia does provide specialized types UpperTriangular, UnitUpperTriangular, LowerTriangular, and UnitLowerTriangular. In the documentation it is stated that there are optimized functions for inv and det.
https://docs.julialang.org/en/v1/stdlib/LinearAlgebra/#LAPACK-functions
This is a small example of how this should work:
using LinearAlgebra
A = [1.0 2.0 3.0; 0.0 5.0 6.0; 0.0 0.0 9.0]
3×3 Array{Float64,2}:
1.0 2.0 3.0
0.0 5.0 6.0
0.0 0.0 9.0
UTA = UpperTriangular(A)
3×3 UpperTriangular{Float64,Array{Float64,2}}:
1.0 2.0 3.0
⋅ 5.0 6.0
⋅ ⋅ 9.0
inv(UTA)
3×3 UpperTriangular{Float64,Array{Float64,2}}:
1.0 -0.4 -0.0666667
⋅ 0.2 -0.133333
⋅ ⋅ 0.111111
Ah nice, thanks!