Cholesky Decomposition Articles

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12/1/2022 • EN

Sparse matrices part 7a: Another shot at JAX-ing the Cholesky decomposition

Exploring JAX-compatible sparse Cholesky decomposition, focusing on symbolic factorization and JAX's control flow challenges.

Automatic Differentiation Cholesky Decomposition control flow Jax sparse matrices

Dan Simpson

5/15/2022 • EN

Sparse Matrices 4: Design is my passion

Explores design options for implementing autodifferentiable sparse matrices in JAX to accelerate statistical models, focusing on avoiding redundant computations.

Automatic Differentiation Cholesky Decomposition Jax Pymc sparse matrices

Dan Simpson

3/30/2022 • EN

Sparse Matrices 2: An invitation to a sparse Cholesky factorisation

Explores the Cholesky factorization algorithm for sparse matrices, detailing its mathematical derivation and computational considerations.

algorithms Cholesky Decomposition matrix factorization Numerical Linear Algebra sparse matrices

Dan Simpson

Cholesky Decomposition Articles

Sparse matrices part 7a: Another shot at JAX-ing the Cholesky decomposition

Sparse Matrices 4: Design is my passion

Sparse Matrices 2: An invitation to a sparse Cholesky factorisation

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