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Add pivoted Cholesky decomposition for Diagonal #54585

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merged 4 commits into from
Jun 5, 2024
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Closes #54400.

@dkarrasch dkarrasch added the domain:linear algebra Linear algebra label May 27, 2024
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@3f6a, @palday

@dkarrasch dkarrasch added the performance Must go faster label Jun 5, 2024
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After #54619, this is "just" a significant performance improvement.

@dkarrasch dkarrasch added the status:merge me PR is reviewed. Merge when all tests are passing label Jun 5, 2024
@fatteneder fatteneder merged commit 62c9871 into master Jun 5, 2024
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@fatteneder fatteneder deleted the dk/choldiag branch June 5, 2024 17:18
@fatteneder fatteneder removed the status:merge me PR is reviewed. Merge when all tests are passing label Jun 5, 2024
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pivoted cholesky(I(2)) not implemented
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