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 )
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* 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 )
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* 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