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Cholesky XA = B solver can be improved. #114

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kmp5VT opened this issue Jan 8, 2021 · 0 comments
Open

Cholesky XA = B solver can be improved. #114

kmp5VT opened this issue Jan 8, 2021 · 0 comments
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@kmp5VT
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kmp5VT commented Jan 8, 2021

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.
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