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Published 20 hours ago • verified publisher icon Axect

Cholesky decomposition

Open AnBowell opened this issue 3 years ago • 3 comments

Hey, thanks for the library, it's a pleasure to use.

I was wondering whether there are any plans to implement Cholesky decomposition? I understand it's probably not a high priority as LU decomposition is already implemented, but would be cool to have some additional speed there!

Thanks, Andrew

AnBowell avatar Feb 09 '22 16:02 AnBowell

Hello! Thanks for your interest.

Yes, but there is no specific due date. As you said, Cholesky decomposition is cool for speed so, it is worth implementing in peroxide. Unfortunately, since I'm busy nowadays, thus it takes a while for pure Rust implementation.

But, for O3 feature (BLAS & LAPACK integrated), I'll implement Cholesky decomposition soon. (Maybe in this week or next week.)

Thanks, TG

Axect avatar Feb 09 '22 23:02 Axect

I implemented Cholesky Decomposition in Ver 0.30.11 :sunglasses: If you want to use it, refer to Doc.

Caution: Should use O3 feature.

Axect avatar Feb 10 '22 05:02 Axect

Oh wow, that was insanely quick!

Thank you very much for implementing this.

Andrew

AnBowell avatar Feb 10 '22 09:02 AnBowell