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https://github.com/JuliaLinearAlgebra/BandedMatrices.jl

A Julia package for representing banded matrices
https://github.com/JuliaLinearAlgebra/BandedMatrices.jl

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A Julia package for representing banded matrices

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# BandedMatrices.jl
A Julia package for representing banded matrices

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This package supports representing banded matrices by only the entries on the
bands.

One can create banded matrices of type `BandedMatrix` as follows:

```julia
BandedMatrix(-1=> 1:5, 2=>1:3) # creates a 6 x 6 banded matrix version of diagm(-1=> 1:5, 2=>1:3)
BandedMatrix((-1=> 1:5, 2=>1:3), (n,m)) # creates an n x m banded matrix with 1 sub-diagonals and u super-diagonals with the specified diagonals
BandedMatrix((-1=> 1:5, 2=>1:3), (n,m), (l,u)) # creates an n x m banded matrix with l sub-diagonals and u super-diagonals with the specified diagonals
BandedMatrix(FillArrays.Zeros(m,n), (l,u)) # creates a banded matrix of zeros, with l sub-diagonals and u super-diagonals
BandedMatrix(FillArrays.Ones(m,n), (l,u)) # creates a banded matrix of ones, with l sub-diagonals and u super-diagonals
BandedMatrix(FillArrays.Eye(n), (l,u)) # creates a banded n x n identity matrix, with l sub-diagonals and u super-diagonals
brand(m,n,l,u) # creates a random banded matrix, with l sub-diagonals and u super-diagonals
```
For more examples, see [the documentation](https://julialinearalgebra.github.io/BandedMatrices.jl/dev/#Creating-banded-matrices).

Specialized algebra routines are overriden, include `*` and `\`:

```julia
A = brand(10000,10000,4,3) # creates a 10000 x 10000 matrix with 4 sub-diagonals
# and 3 super-diagonals
b = randn(10000)
A*b # Calls optimized matrix*vector routine
A*A # Calls optimized matrix*matrix routine
A\b # Calls optimized matrix\vector routine
```