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Re: transpose copy at end of cholesky_decomp
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: James Bergstra <james dot bergstra at umontreal dot ca>
- Cc: gsl-discuss <gsl-discuss at sources dot redhat dot com>
- Date: Tue, 28 Mar 2006 13:14:21 +0100
- Subject: Re: transpose copy at end of cholesky_decomp
- References: <20060326013459.GC10650@aphex.iro.umontreal.ca>
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