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rgl-epfl / cholespy

An easily integrable Cholesky solver on CPU and GPU
BSD 3-Clause "New" or "Revised" License
210 stars 18 forks source link

Saving the decomposition to disk #2

Closed noamaig closed 2 years ago

noamaig commented 2 years ago

This is great! Is there support for saving the cholesky decomposition object to disk, so it can be cached for each sample in a training set, and then loaded into memory to immediately compute the solve without performing the decomposition again for the same training sample?

wjakob commented 2 years ago

Hi Noam,

this isn't something that was important for our use case (our decompositions are quick to compute). A PR adding such functionality would be welcomed, but it isn't something we plan to pursue on our own.

Cheers, Wenzel