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Add bidiagonal cholesky version #1409
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## master #1409 +/- ##
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Coverage 93.86% 93.87%
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Files 34 34
Lines 15830 15852 +22
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+ Hits 14859 14881 +22
Misses 971 971 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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Getting the generic version is even better than just calling |
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Thanks for your review. That was helpful!
I'll need to benchmark that. |
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So, to give an update: I replaced the LAPACK-call to the ldlt-routine by the Julia code that we use in the ldlt-module. Apparently, we don't reach out to LAPACK for that either, even though |
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It would be possible to edit the |
This adds a generic version of cholesky for tridiagonal matrices. This fixes #1383, and massively boosts performance both for
(Sym)Tridiagonals. Previously, we haven't had a kernel for the symtridiagonal case.