* transpose copy at end of cholesky_decomp
@ 2006-03-26 1:35 James Bergstra
2006-03-28 12:14 ` Brian Gough
0 siblings, 1 reply; 2+ messages in thread
From: James Bergstra @ 2006-03-26 1:35 UTC (permalink / raw)
To: gsl-discuss
I am wondering, why does the routine gsl_linalg_cholesky_decomp(gsl_matrix*A)
include nested for loops at the end that transpose-copy the lower triangle of A
into the upper triangle of A?
Could the library expose another routine in which the post-processing is at
least optional?
gsl_linalg_cholesky_decomp_lower(gsl_matrix*A) for example?
--
james bergstra
http://www-etud.iro.umontreal.ca/~bergstrj
^ permalink raw reply [flat|nested] 2+ messages in thread
* Re: transpose copy at end of cholesky_decomp
2006-03-26 1:35 transpose copy at end of cholesky_decomp James Bergstra
@ 2006-03-28 12:14 ` Brian Gough
0 siblings, 0 replies; 2+ messages in thread
From: Brian Gough @ 2006-03-28 12:14 UTC (permalink / raw)
To: James Bergstra; +Cc: gsl-discuss
James Bergstra writes:
> I am wondering, why does the routine gsl_linalg_cholesky_decomp(gsl_matrix*A)
> include nested for loops at the end that transpose-copy the lower triangle of A
> into the upper triangle of A?
>
> Could the library expose another routine in which the post-processing is at
> least optional?
>
> gsl_linalg_cholesky_decomp_lower(gsl_matrix*A) for example?
It's just for convenience and symmetry (saves having to mess around
with CBlasTrans if you want the upper triangular part, for example).
Cholesky is O(N^3) and the transpose is O(N^2) so it's not really
going to save any time.
--
Brian Gough
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2006-03-26 1:35 transpose copy at end of cholesky_decomp James Bergstra
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