Closed stevengj closed 1 month ago
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For symmetric rules (corresponding to a
HollowSymTridiagonal
Jacobi matrix), we can speed upgauss
by only doing Newton refinement and eigenvector calculation for half of the points, since the other half are the mirror image.This gives a 2x speedup for
BigFloat
gauss rules, where these steps dominate. It doesn't seem to make much difference forFloat64
gauss rules, which are probably dominated by the LAPACKeigvals
call.