Support for Cholesky decomposition

[wanderine]

It would be nice to have support for Choesky decomposition (both incomplete and complete). The cusparse library currently supports incomplete Cholesky.

[nyotis]

@wanderine that's a feature, not an issue

[jlgreathouse]

I'll defer to @kknox here, but we've been using the issue tracker as a feature/TODO list as well.

[pavanky]

@wanderine There's no reason to close the issue..

[wanderine]

I'm now more interested in support for preconditioned conjugate gradients
(PCG), which does not need a complete Cholesky (which is often very slow
for large matrices).

2016-03-18 18:46 GMT+01:00 Pavan Yalamanchili [email protected]:

Reopened #171 #171.

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#171 (comment)

Anders Eklund, PhD

[jlgreathouse]

Both are useful feature requests. Let's leave this one open, and if you want to talk about PCG, you can make a separate feature requests/issue.

One question: what kind of preconditioners are you interested in? I believe a general request like what you have may be larger than a single feature.