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  • #194
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Issue created May 09, 2017 by Fuchsi*@exampleOwner5 of 11 checklist items completed5/11 checklist items

improve speed of Ax=b solve operations for matrices

perform checks similar to matlab: https://de.mathworks.com/help/matlab/ref/mldivide.html

for dense matrices:

  • not square operator -> use QR or SVD
  • implement check & solver for permuted triangular matrices
  • not Hermitian -> LU solver
  • all positive / all negative diagonal -> try cholesky
  • default to LDL solver otherwise

for sparse:

  • check for diagonality -> scale input
  • check bandwidth < threshold -> banded solver
  • implement check & solver for permuted triangular matrices
  • not Hermitian -> LU solver
  • all positive / all negative diagonal -> try cholesky
  • default to LDL solver otherwise
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