exoplanet-dev / exoplanet-dev/celerite2

Derive associative scan algorithm for factorization

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#28 5 comments 0 reactions 0 assignees View on GitHub
enhancement
Dominant language
C++
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85
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19
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Description

I've derived the algorithms for matrix multiplication and solves, but I haven't been able to work out the factorization algorithm yet. There don't seem to be numerical issues for the ops that I've derived so far, but I haven't extensively tested it. This would be interesting because it would allow parallel implementation on a GPU.

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