dimforge / dimforge/nalgebra

Idea: implement a faster Cholesky, LU and QR decomposition

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Description

A pre-print paper of December 2018 proposes a faster Cholesky, LU and QR decomposition: https://arxiv.org/pdf/1812.02056.pdf . Note that it finds the fastest improvements when using the [Strassen algorithm](https://en.wikipedia.org/wiki/Strassen_algorithm) for matrix multiplications. I do not know whether nalgebra current uses that algorithm.

Abstract
![screenshot_20190212_101824](https://user-images.githubusercontent.com/4823784/52654875-303df780-2eb0-11e9-986b-b85199ed4f90.png)

Performance
![screenshot_20190212_102256](https://user-images.githubusercontent.com/4823784/52654890-39c75f80-2eb0-11e9-8642-22b7907ce50f.png)

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