HODLR
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SAFRAN-LAB
A fast, accurate direct solver and determinant computation for dense linear systems
This is the start of a CMake overhaul for HODLR (see #40) The goal is to make the library more usable from a user standpoint and to reduce built time....
Hi, The function HODLR::solveNonSPD(Mat) has not been parallelized. The following is a straightforward parallelization, which may be useful for some users. Mat HODLR::solveNonSPD(Mat b) { Mat x = Mat::Zero(b.rows(),b.cols()); int...
The cmake code for this library causes the exact same (very expensive) compilation to happen many times over when building examples. Building anything with Eigen is already expensive, so I...
The python installation fails with the following error message: ``` hodlr/_hodlr.cpp: In function ‘int _hodlr_init(_hodlr*, PyObject*, PyObject*)’: hodlr/_hodlr.cpp:93:42: error: no matching function for call to ‘HODLR_Tree::assemble_Matrix(Eigen::VectorXd&, double&)’ self->solver->assemble_Matrix(dv, tol); ^...
What happens when we get a system that can't be solved? Does it just fail silently and spit out garbage? If so, that's probably something that we should look into...
The provided link to the eigen library (http://bitbucket.org/eigen/eigen/get/3.3.7.tar.bz2) in the install script is a dead-end. I replaced it (https://gitlab.com/libeigen/eigen/-/archive/3.3.7/eigen-3.3.7.tar.bz2), using the same eigen version as originally and adjusted the install...
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A fast, accurate direct solver and determinant computation for dense linear systems