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Cholesky XA = B solver can be improved.

Open kmp5VT opened this issue 5 years ago • 0 comments

As pointed out by @wavefunction91, the POSV lapack subroutine can be used in cholesky_inverse instead of the GESV subroutine, since the Gramian is a symmetric and positive semi-definite.

kmp5VT avatar Jan 08 '21 16:01 kmp5VT