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When you say that you can do arbitrary precision linear algebra, do you control the scalar type or is the code templated on it? Basically, can we run the facto
by kxyvr 11y ago
When you say that you can do arbitrary precision linear algebra, do you control the scalar type or is the code templated on it? Basically, can we run the factorizations over arbitrary scalar types, which allows things like automatic differentiation over the factorizations?
How does the performance of the linear algebra compare to other templated linear algebra codes like Eigen?
- math_and_stuff 11y agoAs of a few days ago, Elemental supports a BigFloat class which wraps MPFR along with MPI wrappers and distributed matrix classes which template over it. It would be a modest project to support other datatypes, as the main obstacles are MPI wrappers and perhaps some explicit instantiations. I would be happy to respond in excruciating detail on dev@libelemental.org. As for performance: Elemental is focused on distributed-memory functionality but still achieves performance comparable to optimized libraries when run on a single process (indeed, Elemental often maps down to OpenBLAS, MKL, etc. when run with only one process).