Closed jucor closed 11 years ago
I love Lapack ! v 3.2 solved it. Now all that's left is to wrap this pstrf
and benchmark its speed against portf
-- see if we can always use pstrf
instead of potrf
.
@shakirm, look at that techreport from Lapack guys!! This is beautiful....
And voila :) With lazy version, though, until pstrf
is wrapped in Torch: use potrf
for Cholesky, and if fails, fallback on torch.svd
.
Numpy supports it: should we? @shakirm, please, what do you think: useful for GP, or rare enough that we don't ned to make it a priority?