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If you reduce a matrix to its Cholesky decomposition you can save about half the space because you only need to store the diagonal and lower triangle. IIRC the
by uoaei 7y ago
If you reduce a matrix to its Cholesky decomposition you can save about half the space because you only need to store the diagonal and lower triangle. IIRC the gradients are also relatively tame for Cholesky-matrices vs their full counterparts.
- JadeNB 7y ago> If you reduce a matrix to its Cholesky decomposition you can save about half the space because you only need to store the diagonal and lower triangle. That's not a space savings for a known-symmetric matrix, though, for which you already need only store the diagonal and lower triangle.