stan-dev / stan-dev/math

specialized triangular inverse

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feature good first issue new function
Dominant language
C++
Stars
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Forks
220
Avg merge
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Merged PRs (30d)
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Description

Description

We should have inv_tri_low(x) = inverse(x) for x a lower triangular matrix.

It's for more efficiency and simpler derivatives.

Current Version:

v3.2.0

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by locating the existing inverse operation and triangular-matrix utilities in the Stan Math codebase. Use inv_tri_low(x) for lower triangular matrices, then verify that the specialized operation provides the intended efficiency and simpler derivatives.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp
Domain
backend, performance
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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