• Sean Warren's avatar
    Use banded Cholesky factorization if possible (#857) · 45ce9f7b
    Sean Warren authored
    * Use banded Cholesky factorization if possible
    Computation cost from n.n.n -> n.n.b where b is band size
    
    * Tidy up whitespace
    
    * Remove typo
    
    *  Escape from banded matrix detection correctly
    
    * Use LAPACK banded Cholesky factorisation where possible
    
    * Add banded chol tests
    
    * Add test for banded chol in column major layout
    
    * Use row major layout for banded chol - more efficient as we will pass to LAPACK
    45ce9f7b
pbtrf.h 5.42 KB