Improve Cholesky sampler for fixed RHS

eikehmueller / MultigridMC

Multigrid Monte Carlo implementation

GNU General Public License v3.0

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Improve Cholesky sampler for fixed RHS #10

Closed eikehmueller closed 1 year ago

eikehmueller commented 1 year ago

Currently, in the Cholesky sampler we do an additional triangular solver for the right hand side whenever a new sample is generated. This solve can be eliminated is the right hand side never changes.

eikehmueller commented 1 year ago

Implemented with commit 29b917a269899a77b1b8b81c3eaf10a6a7bfff60