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Merged
merged 8 commits into from
May 6, 2021
Merged

Adaptive Cholesky #76

merged 8 commits into from
May 6, 2021

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dlfivefifty
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codecov bot commented Apr 30, 2021

Codecov Report

Merging #76 (af802b0) into master (85debaa) will increase coverage by 1.24%.
The diff coverage is 94.11%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #76      +/-   ##
==========================================
+ Coverage   74.23%   75.47%   +1.24%     
==========================================
  Files           9       10       +1     
  Lines        1040     1105      +65     
==========================================
+ Hits          772      834      +62     
- Misses        268      271       +3     
Impacted Files Coverage Δ
src/InfiniteLinearAlgebra.jl 80.00% <ø> (ø)
src/infcholesky.jl 93.84% <93.84%> (ø)
src/banded/infqltoeplitz.jl 68.86% <100.00%> (+0.64%) ⬆️
src/infqr.jl 95.83% <100.00%> (+0.01%) ⬆️

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@dlfivefifty
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dlfivefifty commented May 4, 2021

Works! Makes a huge speed up for factorization, though (perhaps not surprising) very similar speed to QR on solve once factorization is cached:

julia>  S = Symmetric(BandedMatrix(0 => 1:∞, 50=> Ones(∞)));

julia> @time qr(S) \ b;
  0.171683 seconds (7.82 k allocations: 202.495 MiB, 11.69% gc time)

julia> @time cholesky(S) \ b;
  0.024281 seconds (1.73 k allocations: 6.310 MiB, 51.40% gc time)

@dlfivefifty dlfivefifty changed the title WIP adaptive Cholesky Adaptive Cholesky May 5, 2021
@dlfivefifty dlfivefifty merged commit c7ebc7a into master May 6, 2021
@dlfivefifty dlfivefifty deleted the dl/cholesky branch May 6, 2021 13:53
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