Support for Cholesky decomposition
wanderine opened this issue · 5 comments
It would be nice to have support for Choesky decomposition (both incomplete and complete). The cusparse library currently supports incomplete Cholesky.
@wanderine that's a feature, not an issue
I'll defer to @kknox here, but we've been using the issue tracker as a feature/TODO list as well.
@wanderine There's no reason to close the issue..
I'm now more interested in support for preconditioned conjugate gradients
(PCG), which does not need a complete Cholesky (which is often very slow
for large matrices).
2016-03-18 18:46 GMT+01:00 Pavan Yalamanchili notifications@github.com:
—
You are receiving this because you were mentioned.
Reply to this email directly or view it on GitHub
#171 (comment)
Anders Eklund, PhD
Both are useful feature requests. Let's leave this one open, and if you want to talk about PCG, you can make a separate feature requests/issue.
One question: what kind of preconditioners are you interested in? I believe a general request like what you have may be larger than a single feature.