Solutions of many modern scientific problems, like data clustering, data compression and compressive sensing, are obtained by using linear algebra techniques, in particular eigenvalue and singular value decompositions. It nowadays becomes more and more the case that the amounts of data to be analyzed is vast, thus the term Big Data is coined. Another requirement is the fast development of fast software for such problems. Julia, as a new programming language, aims to be ideal for such purpose. As the last language in the long line of languages from Fortran, C, Java, Matlab, and Python, it corrects most of the shortcomings of the predecessors, by being both, easy to program and develop solutions to complex problems and, at the same time, be very fast in execution.