Haven't been able to try it since I'm currently travelling. I bet it will turn out to be useful though.
On Friday, June 6, 2014, Chris Foster <[email protected]> wrote: > On Wed, Jun 4, 2014 at 7:21 AM, Thomas Covert <[email protected] > <javascript:;>> wrote: > > 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. > > I didn't find anything which solves the problem while fully exploiting > the available structure, but I think the version I've put in the pull > request here > > https://github.com/scidom/DualNumbers.jl/pull/11 > > should be pretty good efficiency wise since the heavy lifting > basically gets handed off to gemv calls. It is basically a forward > substitution, but exploiting the structure is important because the > underlying linear system is quite sparse. > > Did you end up using this in the end, or did you find a better way to > formulate the problem? > > ~Chris >
