Sheehan Olver

Fast qr for `BlockSkylineMatrix` and Cholesky for `Symmetric{<:Any,<:BlockSkylineMatrix}`

6

@jagot I'm going to tackle this soon which should speed up \ a lot. Essentially its not too hard to do this in-place, calling LAPACK to do the heavy work.

Allow general backends in `BlockSkylineMatrix`

1

I have a need for non-Vector (in fact, infinite) backends in `BlockSkylineMatrix` so am planning to template out the storage, just as `BandedBlockBandedMatrix` and `BlockArray` allow general backends. While I'm...

Is there a reason these are still in SingularIntegralEquations.jl?

Move LowRankMatrix to LowRankApprox (or new package LowRankMatrices.jl)

11

LowRankMatrix is not actually a HierarchicalMatrix, so maybe it lives better in LowRankApprox. This would also make it easier to use the LowRankApprox algorithms.

HierarchicalMatrices should use BlockArrays

2

BlockArrays has a well-developed block matrix structure, so this would avoid needing your own `Block`.

Following is wrong: ```julia julia> n = 5; c = randn(n); ArrayLayouts.mul(c',randn(n,n)) 1×5 Array{Float64,2}: -0.938636 -0.342143 -2.26487 0.425856 0.777063 ``` This fix takes some care as we don't have a...

Lanczos via Givens

11

I'm trying to [rewrite lanczos](https://github.com/JuliaApproximation/SemiclassicalOrthogonalPolynomials.jl/blob/f2068e48fbd7cae23ca471a0a8a5ba946426d3f9/test/runtests.jl#L9) (i.e. Stieltjes) in ∞-arrays which made me realise that it essentially boils down to tridiagonalising `W`, a symmetric positive definite matrix such that ```julia w...