linear algebra documentation

[ViralBShah]

@andreasnoackjensen I have made updates to the documentation on master, but it would be great if you can review it.

Would it be ok to rename eigenfact to eigfact and the type to EigenDense, to keep the naming scheme consistent? I realized this while trying to document things.

@dmbates - Yes, I know your views on consistentcy. ;-) Jokes aside, could you also take a look the dense linear algebra documentation, and make suggestions for improvement. It would be much easier to take a crack at sparse linear algebra documentation then.

[ViralBShah]

@nolta I have separated out the linear algebra documentation into a separate file in 271961c. It is not showing up here, and the date shown on this page is 3 days old. Am I doing something wrong?

http://docs.julialang.org/en/latest/stdlib/

[andreasnoack]

Sure. Feel free to change the names. I'll have a look at the documentation.

[ViralBShah]

Need to also document hessfact. Also document how to use Hermitian and other matrix properties.

[dmbates]

@ViralBShah Because the sparse matrix factorizations from umfpack.jl and cholmod.jl use the same names as those in factorization.jl I suggest that they be documented in linalg.rst too and will add those.

Also, I thing the description of the \ operator is inaccurate. The Hermitian case uses the BunchKaufman factorization, not the Cholesky factor.

I will go ahead and add the documentation of the sparse matrix factorizations unless you feel they would be better addressed in the sparse.rst file.

[andreasnoack]

Here are my comments to the linalg documentation

lu: I made it return the permutation matrix and not the vector. Hence P*A=L*U. This is the problem that @StefanKarpinski mentioned about which of the MATLAB versions to mimic.

qrp: Same as for lu

eigfact: chol should be inv.

svdfact: Should be: "U, S, V and Vt can be obtained from the factorization F with F[:U], F[:S], F[:V] and F[:Vt]". Maybe it should be said that 'Vt' avoids a transpose.

svdt: Removed. Use the factorization instead.

[ViralBShah]

Could you modify the docs? All good stuff.

[andreasnoack]

c01415e updates the docs