Nice work, Chris. Your code is about twice as fast (when N = 1000) as the code I initially posted. I think the speed gains come from the fact that your code does all its work on real numbers, so it only has to do one floating point operation per operation, while my "choldn" works directly on DualNumbers. Still, it would be great if there was a smart LAPACK routine to do the "Sylvester Equation" step as fast as the other standard back substitution routines.
On Tue, Jun 3, 2014 at 11:37 AM, Chris Foster <[email protected]> wrote: > On Wed, Jun 4, 2014 at 2:12 AM, Chris Foster <[email protected]> wrote: > > fiddling with Base.BLAS.dot only got me as far as a segfault so far. > > Actually I think I've fixed that now in the gist and using BLAS.dot > directly is faster, though still not very impressive. According to > @time, I've still got some mystery allocations somewhere, but I can't > see where. Ideas anyone? >
