Open jlperla opened 5 years ago
(1) use SDO in a notebook as an example in SDO.jl (2) Implement the algorithm using only tridiagonal matrices/etc. without using SDO. Make as fast as possible, to compare against matlab. Same number of steps, etc. Comparing exact algorithm.
(1) use SDO in a notebook as an example in SDO.jl (2) Implement the algorithm using only tridiagonal matrices/etc. without using SDO. Make as fast as possible, to compare against matlab. Same number of steps, etc. Comparing exact algorithm.