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Ublas : |
From: Gunter Winkler (guwi17_at_[hidden])
Date: 2007-03-20 04:23:40
Am Montag, 19. März 2007 17:18 schrieb Gross, Steve:
> 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.
There was a lot of discussion whether uBLAS should contain
factorizations or not. There are different points to consider:
1) uBLAS was originally designed as (simple but reliable) BLAS
replacement (this means: basic linear algebra + triangular solvers)
2) matrix factorizations are part of more advanced libraries as LAPACK,
and in order to have a competitive performance one has to consider a
lot of things - this would exceed the scope of a BLAS lib, would
require a lot of work and there are already a lot of good
implementations available. (for dense matrices: LAPACK, for sparse
matrices: UMFPACK, CXSPARSE)
So we decided to only support the necessary data types and rely on
bindings.
However, you can use my examples and extend it - so we may be able to
include it into ublas. Currently I am about to finish a LU and ILU
implementation and to update the triangular solvers.
mfg
Gunter
PS: I am moving my homepage to http://freenet-homepage.de/guwi17/