Matrix Depot: An extensible test matrix collection for Julia

Abstract

Matrix Depot is a Julia software package that provides easy access to a large and diverse collection of test matrices. Its novelty is threefold. First, it is extensible by the user, and so can be adapted to include the user's own test problems. In doing so, it facilitates experimentation and makes it easier to carry out reproducible research. Second, it amalgamates in a single framework two different types of existing matrix collections, comprising parametrized test matrices (including Hansen's set of regularization test problems and Higham's Test Matrix Toolbox) and real-life sparse matrix data (giving access to the University of Florida sparse matrix collection). Third, it fully exploits the Julia language. It uses multiple dispatch to help provide a simple interface and, in particular, to allow matrices to be generated in any of the numeric data types supported by the language.