GitHub

Specialized fast, in-place matrix inversion for 5x5 symmetric positive definite matrices via LDL^T Cholesky decomposition.

This repo contains 2 functions that do the same thing, one is a hand unrolled copy of the other. See my articles on my blog here and here for a more in-depth explanation. The TLDR is that since a 5x5 ...
IEEE

Cholesky Factorization on Heterogeneous CPU and GPU Systems

Abstract: General-purpose graphics processing units (GPGPUs) could bring huge performance improvements in scientific and numerical fields. We presented two approaches utilizing hybrid CPU/GPU system ...
IEEE

Performance Analysis of Tile Low-Rank Cholesky Factorization Using PaRSEC Instrumentation Tools

Abstract: This paper highlights the necessary development of new instrumentation tools within the PaRSE task-based runtime system to leverage the performance of low-rank matrix computations. In ...
JSTOR Daily

The Equivalence between the Cholesky Decomposition and the Kalman Filter

This is an expository article that develops the Kalman filter from a Cholesky factorization perspective. In particular, the Kalman filter is shown to be a modification of the Cholesky factorization ...
GitHub

Tianyu-Liang/Parallel-Randomized-Cholesky

We provide a series of instructions for running our implementation for a subset of the experiments found in the paper. These instructions will show you how to download some of the datasets, preprocess ...