Re: [ublas] Cholesky factorization

From: Nico Galoppo (nico_at_[hidden])
Date: 2007-03-19 14:09:16

Gunther's example implementation is probably a pretty good start for generic 
sparse cholesky decomposition:

http://www.bauv.unibw-muenchen.de/~winkler/ublas/examples/

 From there, depending on how much you know about the structure of your 
matrices, you can try to optimize sub-parts with boost::bindings and 
BLAS/LAPACK/ATLAS.

HTH,

--nico

Gross, Steve wrote:
> I’ve been reading through the ublas archive, trying to figure out the 
> best way to tackle Cholesky factorization. I see that a number of people 
> have come up with custom solutions—have any of those solutions been 
> integrated into ublas? Obviously, it’s preferable to use the 
> functionality if it’s already in the library, rather than cut-and-paste 
> someone else’s code as a custom solution.
> 
>  
> 
> Thanks,
> 
> --Steve (sgross_at_[hidden] <mailto:sgross_at_[hidden]>)

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