jbrown1618 / vector

A linear algebra library for TypeScript and JavaScript
MIT License
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Cholesky Decomposition is slow #69

Open jbrown1618 opened 5 years ago

jbrown1618 commented 5 years ago

The current implementation of the cholesky decomposition involves lots of copying, like L = L.set(i, j, value). The whole thing would be a little bit more efficient if we operated on a S[][] instead of a Matrix<S>.