Commit Graph

18 Commits

Author SHA1 Message Date
Brendan Tracey
a65628b4b5 mat: Rename Solve(Vec) to Solve(Vec)To (#922)
* mat: Rename Solve(Vec) to Solev(Vec)To

Fix #830.
2019-03-28 01:01:36 +00:00
Vladimir Chalupecky
9d4132a30c mat: use lapack64.Potri in Cholesky.InverseTo
Also,
 - make tricky shadowing conversion from a SymDense to a TriDense more
 explicit in Cholesky.ToSym,
 - add a benchmark for InverseTo:

name                        old time/op  new time/op  delta
CholeskyInverseTo/n=10-4    10.8µs ± 2%   3.2µs ± 1%  -70.16%  (p=0.008 n=5+5)
CholeskyInverseTo/n=100-4   1.07ms ± 2%  0.51ms ± 2%  -52.06%  (p=0.008 n=5+5)
CholeskyInverseTo/n=1000-4   713ms ± 1%   315ms ± 1%  -55.83%  (p=0.008 n=5+5)
2019-01-04 23:08:42 +01:00
Vladimir Chalupecky
56de5241eb mat: add benchmark for Cholesky.ToSym 2018-12-24 20:32:52 +01:00
Vladimir Chalupecky
0a5cbfddd8 mat: rewrite benchmark for Cholesky.Factorize to use sub-benchmarks 2018-12-24 20:32:52 +01:00
Brendan Tracey
4b0a9c6ea9 Fix Cholesky downdate and improve tests (#455)
* Fix Cholesky downdate and improve tests
2018-04-11 10:20:12 -06:00
Dan Kortschak
790b7356e7 all: migrate to golang.org/x/exp/rand 2017-11-20 15:20:25 +10:30
kortschak
fa0c5aa7bc all: use golang.org/x/exp/rand instead of math/rand 2017-11-17 11:52:34 +10:30
Brendan Tracey
23014c0119 mat: add ability to compute the Cholesky when adding a row and column… (#298)
* mat: add ability to compute the Cholesky when adding a row and column to the factorized matrix
2017-11-16 17:11:32 -07:00
kortschak
805531d142 all: change capitalization of gonum in license header 2017-11-02 06:54:08 +10:30
Brendan Tracey
ac9ad9e533 mat: Add Scale method for TriDense and Cholesky (#267)
* mat: Add Scale method for TriDense and Cholesky
2017-10-19 07:24:29 -06:00
Brendan Tracey
fa42c6938b mat: change cholesky.To to cholesky.ToSym (#250)
* mat: change cholesky.To to cholesky.ToSym

Fixes #133
2017-10-02 15:35:10 -06:00
kortschak
fc1f4400f7 mat: export Dense.solveTwoChol as Cholesky.SolveChol 2017-08-03 06:21:30 +09:30
kortschak
862a4c5a4f mat: rename Vector->VecDense 2017-07-31 09:59:22 +09:30
kortschak
08e1f7dfc1 mat: allow nil destination for Cholesky extraction 2017-07-06 13:49:14 +09:30
kortschak
1466bc5437 mat: move InverseCholesky onto Cholesky 2017-07-06 13:49:14 +09:30
kortschak
8dc3a3df20 mat: move SolveCholesky* onto Cholesky 2017-07-06 13:49:14 +09:30
kortschak
2a36f7a571 mat: rewrite cholesky extractions as To rather than From 2017-07-06 13:49:14 +09:30
Brendan Tracey
3fa9374bd4 matrix: rename matrix to mat, and merge with mat64 and cmat128.
This merges the three packages, matrix, mat64, and cmat128. It then renames this big package to mat. It fixes the import statements and corresponding code
2017-06-13 10:26:10 -06:00