did this code ever find its way into DualNumbers.jl? I do anticipate its going to be quite helpful.
-Thom On Fri, Jun 6, 2014 at 10:32 AM, Thomas Covert <thom.cov...@gmail.com> wrote: > 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 <chris...@gmail.com> wrote: > >> On Wed, Jun 4, 2014 at 7:21 AM, Thomas Covert <thom.cov...@gmail.com> >> 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 >> >
