|
Re: 2015 OPR After Week Four Events
Quote:
Originally Posted by Ed Law
The solver I have is expecting a vector d so I cannot use a 6 column matrix like you suggested. I agree it will have some improvement in efficiency but I cannot do it that way.
|
Are you still using ALGLIB? It has a Cholesky solver that accepts a matrix for the right-hand side.
Last edited by Ether : 25-03-2015 at 11:43.
|