Givens rotations and Householder reflections

patrick-kidger / lineax

Linear solvers in JAX and Equinox. https://docs.kidger.site/lineax

Apache License 2.0

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Open patrick-kidger opened 1 year ago

patrick-kidger commented 1 year ago

These operations have a few downstream use-cases. (E.g. updating QR decompositions inside Levenberg-Marquardt.)

quattro commented 1 year ago

Super useful feature to have for solvers embedded within GLMs