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Cholesky decomposition #48

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AnBowell opened this issue Feb 9, 2022 · 3 comments
Closed

Cholesky decomposition #48

AnBowell opened this issue Feb 9, 2022 · 3 comments
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@Axect
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enhancement New feature or request
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Ver 0.30

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@AnBowell
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AnBowell commented Feb 9, 2022

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
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Axect commented Feb 9, 2022 •
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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 Axect self-assigned this Feb 10, 2022
@Axect Axect added the enhancement New feature or request label Feb 10, 2022
@Axect Axect added this to the Ver 0.30 milestone Feb 10, 2022
Axect added a commit that referenced this issue Feb 10, 2022
@Axect
IMPL: Implement Cholesky Decomposition (Only O3) (#48)
acec922
Axect added a commit that referenced this issue Feb 10, 2022
@Axect
IMPL: Integrate Cholesky decomposition into fuga and prelude (#48)
7db7610
Axect added a commit that referenced this issue Feb 10, 2022
@Axect
Ver 0.30.11
0b9e89d 
* Implement Cholesky Decomposition (#48)
* Add `is_symmetric` method to Matrix
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Axect commented Feb 10, 2022

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

Caution: Should use O3 feature.

@AnBowell
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Oh wow, that was insanely quick!

Thank you very much for implementing this.

Andrew

@AnBowell AnBowell reopened this Feb 10, 2022
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