@c Copyright (C) 1996-2018 John W. Eaton
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@c This file is part of Octave.
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@c You should have received a copy of the GNU General Public License
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@node Linear Algebra
@chapter Linear Algebra
@cindex linear algebra

This chapter documents the linear algebra functions provided in Octave.
Reference material for many of these functions may be found in
@nospell{Golub and Van Loan}, @cite{Matrix Computations, 2nd Ed.},
Johns Hopkins, 1989, and in the @cite{@sc{lapack} Users' Guide}, SIAM, 1992.
The @cite{@sc{lapack} Users' Guide} is available at:
@cite{http://www.netlib.org/lapack/lug/}

A common text for engineering courses is @nospell{G. Strang},
@cite{Linear Algebra and Its Applications, 4th Edition}. It has become a
widespread reference for linear algebra.  An alternative is P. Lax
@cite{Linear Algebra and Its Applications}, and also is a good choice.  It
claims to be suitable for high school students with substantial mathematical
interests as well as first-year undergraduates.

@menu
* Techniques Used for Linear Algebra::
* Basic Matrix Functions::
* Matrix Factorizations::
* Functions of a Matrix::
* Specialized Solvers::
@end menu

@node Techniques Used for Linear Algebra
@section Techniques Used for Linear Algebra
@cindex linear algebra, techniques

Octave includes a polymorphic solver that selects an appropriate matrix
factorization depending on the properties of the matrix itself.
Generally, the cost of determining the matrix type is small relative to
the cost of factorizing the matrix itself.  In any case the matrix type
is cached once it is calculated so that it is not re-determined each
time it is used in a linear equation.

The selection tree for how the linear equation is solved or a matrix
inverse is formed is given by:

@enumerate 1
@item If the matrix is upper or lower triangular sparse use a forward or
backward substitution using the @sc{lapack} xTRTRS function, and goto 4.

@c Permuted triangular matrices currently disabled in the code
@c
@c @item If the matrix is a upper triangular matrix with column permutations
@c or lower triangular matrix with row permutations, perform a forward or
@c backward substitution, and goto 5.

@item If the matrix is square, Hermitian with a real positive diagonal,
attempt Cholesky@tie{}factorization using the @sc{lapack} xPOTRF function.

@item If the Cholesky@tie{}factorization failed or the matrix is not
Hermitian with a real positive diagonal, and the matrix is square, factorize
using the @sc{lapack} xGETRF function.

@item If the matrix is not square, or any of the previous solvers flags
a singular or near singular matrix, find a least squares solution using
the @sc{lapack} xGELSD function.
@end enumerate

The user can force the type of the matrix with the @code{matrix_type}
function.  This overcomes the cost of discovering the type of the matrix.
However, it should be noted that identifying the type of the matrix incorrectly
will lead to unpredictable results, and so @code{matrix_type} should be
used with care.

It should be noted that the test for whether a matrix is a candidate for
Cholesky@tie{}factorization, performed above, and by the @code{matrix_type}
function, does not make certain that the matrix is
Hermitian.  However, the attempt to factorize the matrix will quickly
detect a non-Hermitian matrix.

@node Basic Matrix Functions
@section Basic Matrix Functions
@cindex matrix functions, basic

@DOCSTRING(balance)

@DOCSTRING(bandwidth)

@DOCSTRING(cond)

@DOCSTRING(condeig)

@DOCSTRING(det)

@DOCSTRING(eig)

@DOCSTRING(givens)

@DOCSTRING(gsvd)

@DOCSTRING(planerot)

@DOCSTRING(inv)

@DOCSTRING(linsolve)

@DOCSTRING(matrix_type)

@DOCSTRING(norm)

@DOCSTRING(null)

@DOCSTRING(orth)

@DOCSTRING(mgorth)

@DOCSTRING(pinv)
@cindex pseudoinverse

@DOCSTRING(rank)

@DOCSTRING(rcond)

@DOCSTRING(trace)

@DOCSTRING(rref)

@DOCSTRING(vecnorm)

@node Matrix Factorizations
@section Matrix Factorizations
@cindex matrix factorizations

@DOCSTRING(chol)

@DOCSTRING(cholinv)

@DOCSTRING(chol2inv)

@DOCSTRING(cholupdate)

@DOCSTRING(cholinsert)

@DOCSTRING(choldelete)

@DOCSTRING(cholshift)

@DOCSTRING(hess)

@DOCSTRING(lu)

@DOCSTRING(luupdate)

@DOCSTRING(qr)

@DOCSTRING(qrupdate)

@DOCSTRING(qrinsert)

@DOCSTRING(qrdelete)

@DOCSTRING(qrshift)

@DOCSTRING(qz)

@DOCSTRING(qzhess)

@DOCSTRING(schur)

@DOCSTRING(rsf2csf)

@DOCSTRING(ordschur)

@DOCSTRING(subspace)

@DOCSTRING(svd)

@DOCSTRING(svd_driver)

@c FIXME: should there be a new section here?

@DOCSTRING(housh)

@DOCSTRING(krylov)

@node Functions of a Matrix
@section Functions of a Matrix
@cindex matrix, functions of

@DOCSTRING(expm)

@DOCSTRING(logm)

@DOCSTRING(sqrtm)

@DOCSTRING(kron)

@DOCSTRING(blkmm)

@DOCSTRING(sylvester)

@node Specialized Solvers
@section Specialized Solvers
@cindex matrix, specialized solvers

@DOCSTRING(bicg)

@DOCSTRING(bicgstab)

@DOCSTRING(cgs)

@DOCSTRING(gmres)

@DOCSTRING(qmr)

@DOCSTRING(tfqmr)
