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**Issue by [bob-carpenter](https://github.com/bob-carpenter)**
_Thursday Oct 03, 2013 at 05:43 GMT_
_Originally opened as https://github.com/stan-dev/stan/issues/250_
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"spd" is for symmetric po…
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In some applications, we may require that the LD matrix (SNP-by-SNP correlation matrix) be positive definite (PD) or positive semi-definite (PSD). Very often, this is not the case, which may result in…
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Hi!
I have been working on stochastic frozen flow integrators, with the goal of creating new efficient intrinsic methods for solving SDEs on manifolds, implementing them, and adding them to the Manif…
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With the latest release (v0.13) nalgebra now supports Rust-native implementations of the following matrix factorizations:
> In particular, this release includes pure-rust implementations of the fol…
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## 🚀 Feature
I would like to propose several features for PyTorch to cater the needs of the scientific computing community which can also solve the needs of some machine learning researchers.
Thos…
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/** \ingroup Cholesky_Module
*
* \class LLT
*
* \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
*
* \tparam MatrixType_ the type of the matrix of wh…
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I thought you may be interested that I contributed a [new DARE solver](https://github.com/wpilibsuite/allwpilib/pull/5536) to WPILib that's 2.8x faster than SLICOT, the solver you use now, based on [r…
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Hello,
I wanted to report that I am getting a solution with large errors from Pardiso. I tried to simplify the code in case you want to replicate the result. I have two rhs. If I solve each system…
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### Description
[This blog post ](https://www.johndcook.com/blog/2010/01/19/dont-invert-that-matrix/
)makes an important point about speed in cases where we want to repeatedly compute $A^{-1}b$ --…
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`WoodburyPDMat` currently requires that `S` and `D` both be positive and diagonal. Technically neither of these needs to be the case. For example, in the L-BFGS algorithm, the approximate inverse Hess…