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SciRuby / nmatrix

Dense and sparse linear algebra library for Ruby via SciRuby
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NMatrix extension for Cholesky decomposition of sparse matrices #154

Closed translunar closed 6 years ago

translunar commented 11 years ago

The code for this needs to be wrapped in a separate gem, probably to be called nmatrix-cholmod. It should be based, if possible on the following code:

http://www.cise.ufl.edu/research/sparse/cholmod/

Unfortunately, that code reads a matrix off the hard drive. Some research needs to be done to determine whether the algorithm can work for NMatrix's existing sparse types.

thisMagpie commented 10 years ago

Does BLAS not do this? I could have sworn I saw this in the API...

looking.

thisMagpie commented 10 years ago

Ah yes, I see it is listed as a dependency. I think I will have a crack at this one.

agisga commented 9 years ago

@thisMagpie did you have any luck with that? Or any insights for me if I want to work on this issue?

This feature would be extremely beneficial for a mixed models gem (which is one of the GSoC 2015 ideas).

AdiChat commented 8 years ago

@mohawkjohn Could you elucidate on the objective of the extension? The link is broken. I would like to contribute on coding this extension after planning out the steps.