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Investigate Cholesky decomposition for symmetric bilinear forms #2365

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pleroy opened this issue Oct 26, 2019 · 1 comment
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Investigate Cholesky decomposition for symmetric bilinear forms #2365

pleroy opened this issue Oct 26, 2019 · 1 comment

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@pleroy
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pleroy commented Oct 26, 2019

This might help with preserving the symmetry/definitiness through transformations.

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pleroy commented Mar 21, 2020

It turns out that we need operations (e.g., addition) that would be hard to implement with a Cholesky decomposition.

@pleroy pleroy closed this as completed Mar 21, 2020
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