Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Cholesky in-place inversion high memory use #156

Open
jbncode opened this issue Dec 12, 2024 · 2 comments
Open

Cholesky in-place inversion high memory use #156

jbncode opened this issue Dec 12, 2024 · 2 comments
Labels
bug Something isn't working

Comments

@jbncode
Copy link

jbncode commented Dec 12, 2024

The workspace for the Cholesky inversion functionfaer::linalg::cholesky::llt::inverse::invert_lower_in_place as computed by invert_lower_in_place_req is equal to the size of the original matrix, doubling the memory requirements. Is this a bug? If not, is there a way to avoid the extra memory use and do a true in-place inversion?

@jbncode jbncode added the bug Something isn't working label Dec 12, 2024
@sarah-quinones
Copy link
Owner

why do you want to invert a matrix?

@jbncode
Copy link
Author

jbncode commented Dec 15, 2024

For example to compute a covariance matrix.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug Something isn't working
Projects
None yet
Development

No branches or pull requests

2 participants