v2.0 Implement reverse cholesky #51
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Cool! Yes, with reverse Cholesky available it will be easy to do adaptive reverse Cholesky with the adaptive QL template if we end up wanting it. |
Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## master #51 +/- ##
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- Coverage 90.65% 90.18% -0.47%
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Files 7 8 +1
Lines 1113 1284 +171
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+ Hits 1009 1158 +149
- Misses 104 126 +22
☔ View full report in Codecov by Sentry. |
Co-authored-by: Sheehan Olver <solver@mac.com>
dlfivefifty
changed the title
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reverse Cholesky up to 
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Who needs adaptivity if you can just do infinity directly. |
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Need more than 16 GB of RAM for that |
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@MikaelSlevinsky @TSGut @ioannisPApapadopoulos
FYI. Once tests are passing I'll make it restrict to only accessing
colsupportwhich should automatically support banded matrices.I don't think we are desperate for adaptive reverse Cholesky at the moment in ∞ dimensions, but I'll probably leave that to @TSGut if we need it....