Re: [ojAlgo-user] MatrixStore to BasicMatrix (or Cholesky factorization -> BasicMatrix)

[Anders P. <an...@op...>]

That link doesn't work...

Sounds to me as if you're one of those who should choose MatrixStore/PhysicalStore over BasicMatrix.

Did you find the org.ojalgo.random.process package? Cannot that be adapted or extended to do what you want?

/Anders


On 2 jul 2012, at 21:20, Chris Lucas wrote:

> Thanks for the quick reply.
> 
> I'm porting some Gaussian process code I wrote a while back in matlab
> where one gets performance savings by using Cholesky factorization
> instead of direct matrix inversion.
> 
> The specific operations I'm using are described in Rasmussen &
> William's Gaussian process book, listing 2.1 on page 19, which R&W
> have made available online:
> http://www.gaussianprocess.org/gpml/chapters/RW2.pdf
> 
> A large part of my rationale for porting to java is performance: the
> broader inference process in which the GP code is embedded requires a
> very large number of iterated operations on tiny matrices (as well as
> a fair number with ~100x100 matrices) so I'm hopeful that java's
> general-purpose speed advantages over matlab will trump the latter's
> benefits in matrix operations.
> 
> Chris
> 
> On Mon, Jul 2, 2012 at 12:09 PM, Chris Lucas <cg...@gm...> wrote:
>> I'm writing some code that requires a computing a cholesky
>> factorization -- which appears to return L as a MatrixStore -- and
>> everything I've written so far uses BasicMatrix data types. I'm at a
>> loss for how to get a BasicMatrix from a MatrixStore without building
>> it by hand, element-by-element. What's the recommended approach, in
>> this case?
> 
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