Sparse Matrix Articles

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9/4/2024 • EN

Random C++ Part 2: Sparse partial inverses in Eigen

Explains how to compute specific entries of the inverse of a sparse symmetric positive definite matrix in C++ using Eigen and the Takahashi recursions.

c Cholesky Factorization Eigen Matrix Inverse Sparse Matrix

Dan Simpson

9/3/2024 • EN

Random C++ Part 1: Building a block sparse matrix in Eigen

A technical guide on building a block sparse matrix in C++ using the Eigen library, focusing on memory layout and performance.

c Eigen linear algebra Memory Layout Sparse Matrix

Dan Simpson

1/20/2023 • EN

Markovian Gaussian processes: A lot of theory and some practical stuff

Explores Markovian Gaussian Processes, focusing on theory and computational approximations to reduce memory and speed up linear algebra.

Computational Approximation Gaussian Processes Markov Property Reproducing Kernel Hilbert Space Sparse Matrix

Dan Simpson

11/10/2021 • EN

Is it binary?

Explores efficient methods in R to test if matrices contain only binary (0/1) values, focusing on performance with large sparse matrices.

Binary Validation matrix performance R Sparse Matrix

Thomas Lumley

Sparse Matrix Articles

Random C++ Part 2: Sparse partial inverses in Eigen

Random C++ Part 1: Building a block sparse matrix in Eigen

Markovian Gaussian processes: A lot of theory and some practical stuff

Is it binary?

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