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JamesYang007 / adelie

A fast and flexible Python package for solving group lasso and elastic net problems.
https://jamesyang007.github.io/adelie/
MIT License
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Change all XTX operations #91

Closed JamesYang007 closed 2 months ago

JamesYang007 commented 2 months ago

https://stackoverflow.com/questions/39606224/does-eigen-have-self-transpose-multiply-optimization-like-h-transposeh

This explains how to compute XTX very efficiently.