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Published 20 hours ago • verified publisher icon fommil

Sparse cholesky factorization

Open jmogali opened this issue 9 years ago • 2 comments

Any plan to introduce a sparse cholesky factorization API ?

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jmogali avatar Sep 09 '15 19:09 jmogali

no plans, but if you submit an implementation an rigorous tests, we would probably accept that.

fommil avatar Sep 09 '15 22:09 fommil

btw I'm assuming you've seen

  • https://github.com/fommil/matrix-toolkits-java/blob/master/src/main/java/no/uib/cipr/matrix/sparse/ICC.java
  • https://en.wikipedia.org/wiki/Incomplete_Cholesky_factorization

and feel it is inadequate.

fommil avatar Sep 09 '15 22:09 fommil