Recently, I'm writing some functions of regression for linfa. And I met some usages of cholesky update in scikit-learn. I think that maybe to add cholesky update into ndarray is benifit as well. ndarray-linalg seems to be the binding of lapack, but I couldn't find the cholesky update implementation in it. So is there any suggestion?
Recently, I'm writing some functions of regression for linfa. And I met some usages of cholesky update in scikit-learn. I think that maybe to add cholesky update into ndarray is benifit as well. ndarray-linalg seems to be the binding of lapack, but I couldn't find the cholesky update implementation in it. So is there any suggestion?