Following libraries are used:
norm(x)
normalize(x)
dot(x,y)
cross(x,y)
A * B
tr(A)
det(A)
transpose(A)
inv(A)
eigvals(A)
eigvecs(A)
factorize(A)
These optimization can process things faster.
D= Diagonal(n) # given n X n dim diagonal matrix with 1
# For eg:
A = [1 2; 1 -1]
b = [5, -1]
# check this before going ahead
A = factorize(A)
# Simple answer:
x0 = A \ b