Imran Younus created SYSTEMML-1163:
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Summary: Implementing Block Cholesky factorization in dml
Key: SYSTEMML-1163
URL: https://issues.apache.org/jira/browse/SYSTEMML-1163
Project: SystemML
Issue Type: New Feature
Components: Algorithms
Reporter: Imran Younus
Priority: Minor
This implements Recursive Block Cholesky algorithm.
References:
"Matrix Computations", Golub and Van Loan.
(As far as I know, the original paper on this method was published by F.
Gustavson et al from IBM Thomas J. Watson Research Center. I'll update the
reference here as soon as I get the original manuscript.)
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