[dart-misc] Cholesky decomposition

Discussion:

Daniel Davidson

2016-07-21 20:35:41 UTC

Does anyone know of a library that provides function for Cholesky
decomposition?

Thanks
Dan

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Frank Rollpin

2016-07-22 16:13:20 UTC

Permalink

I doubt it exists. If memory serves me right, Cholesky decomposition has a
relatively simple implementation, so you might just wont to port the C++
(or Matlab) code to Dart. For more complex things in the linear
algebra/statistics/ML domain, assuming you want to run it in the browser, I
would get a C++ library, LLVM it, use Emscripten to compile it to asm.js,
and then write Dart bindings using dart.js.

Post by Daniel Davidson
Does anyone know of a library that provides function for Cholesky
decomposition?
Thanks
Dan

Daniel Davidson

2016-07-26 23:01:44 UTC

Permalink

Thanks. I could not find it. I did what you suggest and ported a python
Rosetta implementation I found online.

Post by Frank Rollpin
I doubt it exists. If memory serves me right, Cholesky decomposition has a
relatively simple implementation, so you might just wont to port the C++
(or Matlab) code to Dart. For more complex things in the linear
algebra/statistics/ML domain, assuming you want to run it in the browser, I
would get a C++ library, LLVM it, use Emscripten to compile it to asm.js,
and then write Dart bindings using dart.js.

Post by Daniel Davidson
Does anyone know of a library that provides function for Cholesky
decomposition?
Thanks
Dan