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I would expect this Python implementation to be quite a bit slower than `linalg.solve`. If this is the case, the applications of this would be to use it with custom operators, which PyTorch doesn't cu…
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## Description
You can apply the `sqrt` function elementwise to a matrix, but Stan Math does not have a function to take the (symmetric) square root of a positive definite matrix (or its inverse), …
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Use lib provided in other task
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Symmetric rank-4 tensors are used in both elasticity and anisotropic flow laws. A common problem I've encountered is if the rank-4 tensor is no longer positive definite (i.e., the eigenvalues of the o…
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The eigen-decomposition of symmetric, positive definite matrices should return real and strictly positive eigenvalues.
However, if the matrix has (very?) small entries, some eigenvalues are rounded…
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This is uses the D-trace Loss (which is akin to a least squares type loss) instead of the log-likelihood loss to estimate sparse inverse covariance.
It most closely resembles the graphical lasso (pr…
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During development of the `tweak_inital_estimates` [PR](https://github.com/metrumresearchgroup/bbr/pull/635), we determined that some additional checks and modification is required for matrix-type rec…
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I've been translating some code from Java to C#. The Java side uses Colt and Math Commons. They have a few useful methods where I don't see an equivalent in MathNet. Namely:
1. Is there some way to ap…
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Below is the full list of HSL packages from https://www.hsl.rl.ac.uk/catalogue.
This issue is used to track the progress on HSL interfaces and to assign a priority to each.
Next to each package, p…
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I've tried to run `bGlasso` with the same binary dataset as `CARlasso` (sans predictors). It runs fine with `CARlasso` and it appears to also be running fine with `bGlasso` when I use the count datase…